-32.2%
JOBY vs PEGA
-47.2%
+15.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.6% |
| 7D | -8.2% | -5.3% | -2.8% | -6.0% |
| 30D | -25.1% | +8.3% | -33.4% | -27.8% |
| 3M | -28.8% | +8.9% | -37.7% | -33.0% |
| 6M | -36.1% | -19.7% | -16.4% | -31.8% |
| YTD | -52.2% | -39.9% | -12.3% | -42.3% |
| 1Y | -52.4% | -36.4% | -16.0% | -44.6% |
| 3Y | -13.6% | +52.8% | -66.4% | -39.4% |
| 5Y | -32.2% | -45.7% | +13.5% | +5.2% |
| All | -32.2% | -47.2% | +15.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling