-34.9%
JOBY vs PEGA
-43.8%
+9.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +3.3% |
| 7D | +2.2% | -2.4% | +4.6% | +3.2% |
| 30D | -20.8% | +9.6% | -30.5% | -24.1% |
| 3M | -29.5% | +2.3% | -31.8% | -31.8% |
| 6M | -28.4% | -23.9% | -4.5% | -21.7% |
| YTD | -48.2% | -39.8% | -8.4% | -37.6% |
| 1Y | -49.1% | -37.4% | -11.7% | -40.3% |
| 3Y | -6.3% | +53.1% | -59.4% | -34.2% |
| 5Y | -27.2% | -47.2% | +20.0% | -11.0% |
| All | -34.9% | -43.8% | +9.0% | -18.1% |
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