+29.8%
JBHT vs PEGA
-45.2%
+75.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | -1.6% | -4.5% | +2.9% | -1.2% |
| 30D | -2.3% | -5.7% | +3.4% | -1.9% |
| 3M | -18.5% | +2.6% | -21.0% | -18.5% |
| 6M | -11.3% | -10.6% | -0.7% | -10.7% |
| YTD | +12.6% | -45.5% | +58.1% | +20.6% |
| 1Y | +29.8% | -44.8% | +74.5% | +38.2% |
| All | +29.8% | -45.2% | +75.0% | +38.2% |
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