+1,360.3%
JCI vs PEGA
+1,209.2%
+151.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +3.8% | +3.3% | +0.5% | +3.5% |
| 30D | -5.7% | +17.7% | -23.4% | -7.4% |
| 3M | -1.4% | +5.8% | -7.2% | -2.5% |
| 6M | +4.1% | -20.3% | +24.4% | +5.6% |
| YTD | +21.7% | -37.1% | +58.9% | +26.0% |
| 1Y | +36.1% | -30.2% | +66.3% | +38.9% |
| 3Y | +154.4% | +48.1% | +106.3% | +134.5% |
| 5Y | +112.0% | -46.8% | +158.8% | +112.2% |
| 10Y | +322.2% | +191.3% | +130.9% | +254.1% |
| All | +1,360.3% | +1,209.2% | +151.1% | +802.5% |
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