+54.3%
JD vs PEGA
+278.3%
-224.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.1% |
| 7D | -1.7% | +3.3% | -5.0% | -2.6% |
| 30D | -13.2% | +17.7% | -30.9% | -17.5% |
| 3M | -3.2% | +5.8% | -9.0% | -6.0% |
| 6M | +15.2% | -20.3% | +35.5% | +20.5% |
| YTD | +2.0% | -37.1% | +39.1% | +13.1% |
| 1Y | -5.4% | -30.2% | +24.8% | +0.6% |
| 3Y | -9.1% | +48.1% | -57.2% | -32.9% |
| 5Y | -59.6% | -46.8% | -12.8% | -57.0% |
| 10Y | +26.2% | +191.3% | -165.1% | -31.6% |
| All | +54.3% | +278.3% | -224.0% | -28.6% |
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