+34.9%
JBHT vs PEGA
+41.6%
-6.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | +0.5% | -8.6% | +9.1% | +1.5% |
| 30D | -0.1% | -10.1% | +10.0% | +1.1% |
| 3M | -14.0% | -4.7% | -9.3% | -13.7% |
| 6M | -5.1% | -8.0% | +2.9% | -4.6% |
| YTD | +18.0% | -47.1% | +65.2% | +26.2% |
| 1Y | +36.5% | -47.5% | +84.0% | +45.9% |
| All | +34.9% | +41.6% | -6.7% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling