+192.5%
JNJ vs PEGA
+184.6%
+7.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.4% |
| 7D | -3.5% | -3.0% | -0.5% | -3.3% |
| 30D | +2.3% | +15.9% | -13.6% | +1.5% |
| 3M | +12.0% | +10.8% | +1.1% | +11.1% |
| 6M | +10.5% | -16.5% | +27.0% | +11.2% |
| YTD | +30.4% | -39.0% | +69.4% | +33.5% |
| 1Y | +52.1% | -37.3% | +89.4% | +55.1% |
| 3Y | +77.8% | +59.2% | +18.6% | +63.7% |
| 5Y | +82.9% | -44.9% | +127.8% | +90.7% |
| All | +192.5% | +184.6% | +7.9% | +140.5% |
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 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