+57.4%
JNJ vs PEGA
-30.0%
+87.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.2% |
| 7D | +2.7% | +3.3% | -0.6% | +2.8% |
| 30D | +7.4% | +17.7% | -10.4% | +7.9% |
| 3M | +21.2% | +5.8% | +15.4% | +20.9% |
| 6M | +13.4% | -20.3% | +33.7% | +11.9% |
| YTD | +35.1% | -37.1% | +72.3% | +32.1% |
| 1Y | +57.4% | -30.2% | +87.6% | +55.6% |
| All | +57.4% | -30.0% | +87.4% | +55.6% |
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 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