+28,711.5%
JBL vs PEGA
+1,209.2%
+27,502.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +3.0% | +3.3% | -0.3% | +2.4% |
| 30D | -8.3% | +17.7% | -26.0% | -11.1% |
| 3M | -16.9% | +5.8% | -22.7% | -18.6% |
| 6M | +21.8% | -20.3% | +42.0% | +24.4% |
| YTD | +36.3% | -37.1% | +73.4% | +43.9% |
| 1Y | +49.5% | -30.2% | +79.7% | +54.5% |
| 3Y | +170.6% | +48.1% | +122.5% | +136.2% |
| 5Y | +408.4% | -46.8% | +455.2% | +413.0% |
| 10Y | +1,450.4% | +191.3% | +1,259.1% | +1,075.6% |
| All | +28,711.5% | +1,209.2% | +27,502.3% | +12,814.5% |
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 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