-27.2%
JHX vs PEGA
-45.0%
+17.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -6.3% | -3.0% | -3.3% | -5.7% |
| 30D | -7.7% | +15.9% | -23.6% | -10.7% |
| 3M | +19.2% | +10.8% | +8.3% | +15.7% |
| 6M | +38.3% | -16.5% | +54.8% | +41.7% |
| YTD | +37.2% | -39.0% | +76.2% | +49.5% |
| 1Y | +42.3% | -37.3% | +79.6% | +53.0% |
| 3Y | -4.4% | +59.2% | -63.6% | -23.1% |
| All | -27.2% | -45.0% | +17.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling