+18.5%
JBHT vs PEGA
-43.7%
+62.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.2% |
| 7D | -1.4% | -1.6% | +0.2% | -1.2% |
| 30D | -3.1% | -3.0% | -0.1% | -2.7% |
| 3M | -19.5% | +5.8% | -25.4% | -20.4% |
| 6M | -9.6% | -8.8% | -0.8% | -9.0% |
| YTD | +13.3% | -43.5% | +56.8% | +21.4% |
| 1Y | +29.7% | -43.4% | +73.1% | +38.8% |
| 3Y | +28.3% | +48.6% | -20.3% | +12.9% |
| 5Y | +18.5% | -43.3% | +61.8% | +24.2% |
| All | +18.5% | -43.7% | +62.1% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling