-66.1%
JBLU vs PEGA
+1,833.7%
-1,899.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | -25.5% | +9.6% | -35.2% | -27.5% |
| 3M | -5.0% | +2.3% | -7.4% | -6.4% |
| 6M | +0.7% | -23.9% | +24.6% | +6.5% |
| YTD | -0.7% | -39.8% | +39.1% | +10.1% |
| 1Y | -12.7% | -37.4% | +24.7% | -4.7% |
| 3Y | -12.7% | +53.1% | -65.9% | -28.0% |
| 5Y | -69.3% | -47.2% | -22.0% | -68.3% |
| 10Y | -73.0% | +174.3% | -247.4% | -81.6% |
| All | -66.1% | +1,833.7% | -1,899.8% | -85.6% |
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