+5,549.2%
JBHT vs PEGA
+1,076.4%
+4,472.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.3% |
| 7D | -1.4% | -1.6% | +0.2% | -1.2% |
| 30D | -3.1% | -3.0% | -0.1% | -2.8% |
| 3M | -19.5% | +5.8% | -25.4% | -20.2% |
| 6M | -9.6% | -8.8% | -0.8% | -9.2% |
| YTD | +13.3% | -43.5% | +56.8% | +18.8% |
| 1Y | +29.7% | -43.4% | +73.1% | +35.9% |
| 3Y | +28.3% | +48.6% | -20.3% | +18.8% |
| 5Y | +18.5% | -43.3% | +61.8% | +18.2% |
| 10Y | +198.1% | +109.7% | +88.4% | +159.5% |
| All | +5,549.2% | +1,076.4% | +4,472.8% | +3,605.1% |
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