+2,357.9%
JHX vs PEGA
+6,123.0%
-3,765.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -1.0% |
| 7D | +4.5% | -2.4% | +6.9% | +4.9% |
| 30D | -1.2% | +9.6% | -10.9% | -2.9% |
| 3M | +32.8% | +2.3% | +30.4% | +31.4% |
| 6M | +41.2% | -23.9% | +65.1% | +46.3% |
| YTD | +43.9% | -39.8% | +83.7% | +53.9% |
| 1Y | +48.0% | -37.4% | +85.4% | +56.6% |
| 3Y | +1.2% | +53.1% | -52.0% | -11.3% |
| 5Y | -22.6% | -47.2% | +24.6% | -22.1% |
| 10Y | +111.5% | +174.3% | -62.9% | +68.9% |
| All | +2,357.9% | +6,123.0% | -3,765.1% | +1,600.2% |
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