+293.5%
JCI vs PEGA
+97.3%
+196.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -8.6% | -4.1% | -4.5% | -8.2% |
| 3M | -7.7% | -2.8% | -4.9% | -8.0% |
| 6M | -2.6% | -0.4% | -2.1% | -4.3% |
| YTD | +17.4% | -45.4% | +62.7% | +28.0% |
| 1Y | +16.9% | -42.6% | +59.5% | +26.0% |
| 3Y | +186.7% | +45.4% | +141.3% | +136.1% |
| 5Y | +95.4% | -44.6% | +140.0% | +98.0% |
| All | +293.5% | +97.3% | +196.2% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling