+20.3%
JPM vs PEGA
-30.0%
+50.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.9% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | -0.2% | +17.7% | -17.9% | -0.4% |
| 3M | +15.9% | +5.8% | +10.1% | +16.2% |
| 6M | +20.9% | -20.3% | +41.2% | +22.6% |
| YTD | +12.9% | -37.1% | +50.0% | +14.4% |
| 1Y | +20.3% | -30.2% | +50.5% | +22.4% |
| All | +20.3% | -30.0% | +50.3% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling