+52.1%
JNJ vs PEGA
-36.0%
+88.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.3% |
| 7D | -3.5% | -3.0% | -0.5% | -3.6% |
| 30D | +2.3% | +15.9% | -13.6% | +2.8% |
| 3M | +12.0% | +10.8% | +1.1% | +12.1% |
| 6M | +10.5% | -16.5% | +27.0% | +9.4% |
| YTD | +30.4% | -39.0% | +69.4% | +27.1% |
| 1Y | +52.1% | -37.3% | +89.4% | +48.6% |
| All | +52.1% | -36.0% | +88.2% | +48.6% |
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