+2,235.7%
JNJ vs PEGA
+1,209.2%
+1,026.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | +2.7% | +3.3% | -0.6% | +2.5% |
| 30D | +7.4% | +17.7% | -10.4% | +6.6% |
| 3M | +21.2% | +5.8% | +15.4% | +20.7% |
| 6M | +13.4% | -20.3% | +33.7% | +14.2% |
| YTD | +35.1% | -37.1% | +72.3% | +37.1% |
| 1Y | +57.4% | -30.2% | +87.6% | +58.8% |
| 3Y | +86.8% | +48.1% | +38.7% | +80.0% |
| 5Y | +80.8% | -46.8% | +127.6% | +80.3% |
| 10Y | +202.7% | +191.3% | +11.4% | +178.3% |
| All | +2,235.7% | +1,209.2% | +1,026.5% | +1,706.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling