+409.8%
JBL vs PEGA
-48.2%
+458.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.1% |
| 7D | +4.0% | -6.1% | +10.1% | +5.1% |
| 30D | -7.5% | +6.4% | -13.9% | -8.7% |
| 3M | -14.1% | +2.9% | -17.0% | -15.3% |
| 6M | +25.9% | -23.8% | +49.7% | +30.7% |
| YTD | +36.7% | -41.1% | +77.7% | +48.3% |
| 1Y | +49.0% | -38.2% | +87.2% | +59.4% |
| 3Y | +191.8% | +49.8% | +141.9% | +145.9% |
| 5Y | +409.8% | -48.0% | +457.8% | +481.3% |
| All | +409.8% | -48.2% | +458.0% | +481.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling