+78.8%
JNJ vs PEGA
+49.1%
+29.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -3.0% | -6.1% | +3.2% | -3.0% |
| 30D | +2.5% | +6.4% | -3.9% | +2.6% |
| 3M | +13.2% | +2.9% | +10.3% | +13.3% |
| 6M | +11.3% | -23.8% | +35.1% | +10.8% |
| YTD | +31.1% | -41.1% | +72.2% | +30.2% |
| 1Y | +54.3% | -38.2% | +92.6% | +53.4% |
| All | +78.8% | +49.1% | +29.7% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling