+115.0%
JCI vs PEGA
-47.9%
+163.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.5% |
| 7D | +5.1% | -2.4% | +7.5% | +5.4% |
| 30D | -3.8% | +9.6% | -13.5% | -5.1% |
| 3M | +1.9% | +2.3% | -0.4% | +1.0% |
| 6M | +11.2% | -23.9% | +35.1% | +14.6% |
| YTD | +22.9% | -39.8% | +62.7% | +30.7% |
| 1Y | +37.4% | -37.4% | +74.8% | +44.4% |
| 3Y | +167.8% | +53.1% | +114.7% | +130.5% |
| 5Y | +115.0% | -47.2% | +162.3% | +133.4% |
| All | +115.0% | -47.9% | +163.0% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling