+28.9%
JD vs PEGA
+99.2%
-70.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.4% |
| 7D | +7.9% | -10.0% | +17.9% | +11.0% |
| 30D | +4.8% | -12.7% | +17.4% | +8.5% |
| 3M | -13.9% | -4.6% | -9.3% | -13.5% |
| 6M | -5.8% | -13.1% | +7.3% | -4.1% |
| YTD | +2.4% | -47.6% | +50.0% | +18.9% |
| 1Y | -7.5% | -47.0% | +39.5% | +6.8% |
| 3Y | +20.9% | +42.0% | -21.1% | -11.9% |
| 5Y | -58.0% | -47.8% | -10.2% | -55.1% |
| 10Y | +28.9% | +92.0% | -63.1% | -8.7% |
| All | +28.9% | +99.2% | -70.3% | -8.7% |
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