+17.6%
JD vs PEGA
+175.4%
-157.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -0.9% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -16.0% | +9.6% | -25.7% | -18.5% |
| 3M | -3.2% | +2.3% | -5.5% | -5.0% |
| 6M | +6.1% | -23.9% | +29.9% | +12.2% |
| YTD | -0.1% | -39.8% | +39.7% | +11.8% |
| 1Y | -12.7% | -37.4% | +24.7% | -4.3% |
| 3Y | -6.3% | +53.1% | -59.4% | -31.9% |
| 5Y | -61.3% | -47.2% | -14.1% | -58.1% |
| 10Y | +17.6% | +174.3% | -156.7% | -18.8% |
| All | +17.6% | +175.4% | -157.8% | -18.8% |
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