+35.5%
JBHT vs PEGA
-46.7%
+82.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +4.2% | -4.6% | +8.7% | +4.5% |
| 30D | -0.4% | -6.8% | +6.4% | +0.1% |
| 3M | -17.3% | +2.6% | -19.9% | -17.3% |
| 6M | -3.5% | -5.4% | +1.9% | -3.0% |
| YTD | +18.0% | -46.0% | +64.1% | +27.1% |
| 1Y | +35.5% | -45.6% | +81.1% | +45.4% |
| All | +35.5% | -46.7% | +82.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling