+101.6%
JHX vs PEGA
+184.6%
-83.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | -6.3% | -3.0% | -3.3% | -5.5% |
| 30D | -7.7% | +15.9% | -23.6% | -11.7% |
| 3M | +19.2% | +10.8% | +8.3% | +14.5% |
| 6M | +38.3% | -16.5% | +54.8% | +42.7% |
| YTD | +37.2% | -39.0% | +76.2% | +52.9% |
| 1Y | +42.3% | -37.3% | +79.6% | +55.9% |
| 3Y | -4.4% | +59.2% | -63.6% | -28.1% |
| 5Y | -26.4% | -44.9% | +18.5% | -23.4% |
| All | +101.6% | +184.6% | -83.0% | +27.7% |
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