+22.5%
JBHT vs PEGA
-46.7%
+69.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +0.9% | -8.2% | +9.1% | +2.1% |
| 30D | -1.1% | -11.6% | +10.5% | +0.5% |
| 3M | -14.8% | -4.2% | -10.7% | -14.5% |
| 6M | -7.4% | -12.0% | +4.5% | -6.4% |
| YTD | +17.3% | -46.9% | +64.2% | +26.8% |
| 1Y | +35.3% | -47.0% | +82.3% | +46.1% |
| 3Y | +33.9% | +40.9% | -6.9% | +18.7% |
| 5Y | +22.5% | -45.4% | +67.9% | +27.5% |
| All | +22.5% | -46.7% | +69.2% | +27.5% |
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