+16.1%
JPM vs PEGA
-44.4%
+60.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +3.8% | -2.9% | +6.6% | +3.8% |
| 30D | +6.5% | -0.5% | +7.0% | +6.4% |
| 3M | -1.0% | +8.5% | -9.5% | -1.3% |
| 6M | +15.5% | -6.3% | +21.8% | +16.2% |
| YTD | +11.4% | -42.2% | +53.6% | +15.5% |
| 1Y | +16.1% | -43.4% | +59.5% | +21.3% |
| All | +16.1% | -44.4% | +60.5% | +21.3% |
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