+55.5%
JHX vs PEGA
-30.0%
+85.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.6% |
| 7D | +1.5% | +3.3% | -1.8% | +1.4% |
| 30D | +7.2% | +17.7% | -10.6% | +6.2% |
| 3M | +29.9% | +5.8% | +24.1% | +28.9% |
| 6M | +35.4% | -20.3% | +55.6% | +34.2% |
| YTD | +46.5% | -37.1% | +83.6% | +47.3% |
| 1Y | +55.5% | -30.2% | +85.7% | +54.7% |
| All | +55.5% | -30.0% | +85.5% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling