-12.7%
JBLU vs PEGA
-44.4%
+31.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +24.9% | -2.9% | +27.8% | +25.3% |
| 30D | -12.3% | -0.5% | -11.8% | -12.6% |
| 3M | -44.5% | +8.5% | -53.0% | -45.5% |
| 6M | -25.7% | -6.3% | -19.4% | -26.5% |
| YTD | -21.8% | -42.2% | +20.4% | -19.2% |
| 1Y | -12.7% | -43.4% | +30.7% | -8.3% |
| All | -12.7% | -44.4% | +31.7% | -8.3% |
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 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