-5.3%
JHX vs PEGA
+52.0%
-57.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.8% |
| 7D | -4.9% | -5.3% | +0.4% | -4.0% |
| 30D | -9.3% | +8.3% | -17.6% | -10.7% |
| 3M | +28.1% | +8.9% | +19.2% | +25.4% |
| 6M | +35.2% | -19.7% | +54.9% | +39.1% |
| YTD | +35.9% | -39.9% | +75.8% | +47.1% |
| 1Y | +42.5% | -36.4% | +78.9% | +51.5% |
| All | -5.3% | +52.0% | -57.4% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling