+17.2%
JCI vs PEGA
-46.7%
+64.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.1% |
| 7D | +8.4% | -4.6% | +13.0% | +7.8% |
| 30D | -8.9% | -6.8% | -2.1% | -9.6% |
| 3M | -6.4% | +2.6% | -9.0% | -6.1% |
| 6M | +1.6% | -5.4% | +7.0% | +1.9% |
| YTD | +20.1% | -46.0% | +66.1% | +19.1% |
| 1Y | +17.2% | -45.6% | +62.8% | +16.0% |
| All | +17.2% | -46.7% | +64.0% | +16.0% |
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