+32.3%
JD vs PEGA
+94.9%
-62.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.9% |
| 7D | -4.0% | -4.6% | +0.5% | -2.8% |
| 30D | +2.7% | -6.8% | +9.5% | +4.4% |
| 3M | -13.0% | +2.6% | -15.6% | -14.4% |
| 6M | -12.7% | -5.4% | -7.3% | -13.2% |
| YTD | -0.8% | -46.0% | +45.2% | +14.3% |
| 1Y | -8.9% | -45.6% | +36.7% | +4.5% |
| 3Y | +17.0% | +43.2% | -26.1% | -14.8% |
| 5Y | -63.5% | -45.3% | -18.2% | -61.6% |
| All | +32.3% | +94.9% | -62.6% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling