+592.1%
JPM vs PEGA
+170.9%
+421.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | -0.4% | -6.1% | +5.7% | +0.8% |
| 30D | -1.4% | +6.4% | -7.8% | -2.8% |
| 3M | +13.9% | +2.9% | +11.0% | +12.2% |
| 6M | +23.5% | -23.8% | +47.4% | +28.7% |
| YTD | +11.6% | -41.1% | +52.7% | +21.8% |
| 1Y | +21.4% | -38.2% | +59.6% | +30.2% |
| 3Y | +163.4% | +49.8% | +113.6% | +117.6% |
| 5Y | +152.5% | -48.0% | +200.5% | +171.7% |
| 10Y | +592.1% | +173.1% | +419.0% | +376.9% |
| All | +592.1% | +170.9% | +421.3% | +376.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling