+110.8%
JNJ vs PEGA
+46.3%
+64.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +12.5% | -4.1% | +16.7% | +12.5% |
| 3M | +9.6% | -2.8% | +12.4% | +9.6% |
| 6M | +25.3% | -0.4% | +25.8% | +25.4% |
| YTD | +40.3% | -45.4% | +85.7% | +39.2% |
| 1Y | +49.6% | -42.6% | +92.3% | +48.5% |
| 3Y | +110.8% | +45.4% | +65.4% | +103.5% |
| All | +110.8% | +46.3% | +64.5% | +103.5% |
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