+5,757.4%
JBHT vs PEGA
+1,104.1%
+4,653.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.7% | -2.9% | +4.6% | +2.0% |
| 30D | -1.2% | -0.5% | -0.7% | -1.2% |
| 3M | -17.1% | +8.5% | -25.6% | -18.0% |
| 6M | -4.4% | -6.3% | +1.9% | -4.3% |
| YTD | +17.5% | -42.2% | +59.7% | +22.9% |
| 1Y | +32.6% | -43.4% | +76.0% | +39.0% |
| 3Y | +33.0% | +52.1% | -19.1% | +22.8% |
| 5Y | +20.3% | -42.2% | +62.6% | +19.8% |
| 10Y | +209.1% | +114.6% | +94.5% | +168.4% |
| All | +5,757.4% | +1,104.1% | +4,653.3% | +3,732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling