+194.3%
JCI vs PEGA
+37.6%
+156.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.9% | +8.7% | +5.0% |
| 7D | -3.4% | -10.0% | +6.6% | -2.9% |
| 30D | -10.1% | -12.7% | +2.5% | -9.5% |
| 3M | -6.8% | -4.6% | -2.2% | -6.9% |
| 6M | +2.0% | -13.1% | +15.1% | +2.4% |
| YTD | +19.2% | -47.6% | +66.8% | +26.4% |
| 1Y | +16.7% | -47.0% | +63.8% | +23.5% |
| 3Y | +194.3% | +42.0% | +152.3% | +163.6% |
| All | +194.3% | +37.6% | +156.7% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling