+192.7%
JBL vs PEGA
+48.1%
+144.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +1.1% |
| 7D | +4.4% | -2.4% | +6.8% | +4.7% |
| 30D | -8.4% | +9.6% | -18.1% | -9.6% |
| 3M | -14.2% | +2.3% | -16.5% | -14.7% |
| 6M | +29.6% | -23.9% | +53.5% | +34.6% |
| YTD | +37.1% | -39.8% | +76.8% | +47.8% |
| 1Y | +49.5% | -37.4% | +86.9% | +59.3% |
| 3Y | +192.7% | +53.1% | +139.5% | +193.3% |
| All | +192.7% | +48.1% | +144.6% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling