+37.1%
JCI vs PEGA
-38.8%
+76.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.2% |
| 7D | +4.1% | -6.1% | +10.2% | +3.4% |
| 30D | -3.8% | +6.4% | -10.2% | -3.1% |
| 3M | -1.6% | +2.9% | -4.6% | -0.4% |
| 6M | +9.5% | -23.8% | +33.4% | +9.1% |
| YTD | +21.7% | -41.1% | +62.8% | +20.5% |
| 1Y | +37.1% | -38.2% | +75.4% | +35.1% |
| All | +37.1% | -38.8% | +76.0% | +35.1% |
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