+40.5%
JBL vs PEGA
-37.1%
+77.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.7% | -2.6% |
| 7D | -1.0% | -5.3% | +4.3% | -1.4% |
| 30D | -15.1% | +8.3% | -23.4% | -14.4% |
| 3M | -14.0% | +8.9% | -23.0% | -12.6% |
| 6M | +20.6% | -19.7% | +40.3% | +23.0% |
| YTD | +32.9% | -39.9% | +72.8% | +38.7% |
| 1Y | +40.5% | -36.4% | +76.9% | +44.5% |
| All | +40.5% | -37.1% | +77.7% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling