+1,525.1%
JBL vs PEGA
+184.6%
+1,340.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.7% |
| 7D | +2.4% | -3.0% | +5.4% | +3.2% |
| 30D | -13.1% | +15.9% | -29.0% | -16.8% |
| 3M | -15.6% | +10.8% | -26.4% | -19.5% |
| 6M | +24.6% | -16.5% | +41.1% | +27.7% |
| YTD | +39.6% | -39.0% | +78.6% | +54.9% |
| 1Y | +48.6% | -37.3% | +85.9% | +62.4% |
| 3Y | +197.3% | +59.2% | +138.1% | +119.2% |
| 5Y | +413.0% | -44.9% | +457.9% | +457.7% |
| All | +1,525.1% | +184.6% | +1,340.4% | +939.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling