+1,329.6%
JCI vs PEGA
+991.9%
+337.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.9% | +8.7% | +5.2% |
| 7D | -3.4% | -10.0% | +6.6% | -2.4% |
| 30D | -10.1% | -12.7% | +2.5% | -9.0% |
| 3M | -6.8% | -4.6% | -2.2% | -6.7% |
| 6M | +2.0% | -13.1% | +15.1% | +2.4% |
| YTD | +19.2% | -47.6% | +66.8% | +25.3% |
| 1Y | +16.7% | -47.0% | +63.8% | +22.5% |
| 3Y | +194.3% | +42.0% | +152.3% | +171.7% |
| 5Y | +103.0% | -47.8% | +150.9% | +103.2% |
| 10Y | +301.7% | +92.0% | +209.8% | +250.1% |
| All | +1,329.6% | +991.9% | +337.7% | +797.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling