+19.9%
JPM vs PEGA
-37.1%
+57.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -2.3% | -5.3% | +3.0% | -2.2% |
| 30D | -2.3% | +8.3% | -10.6% | -2.5% |
| 3M | +14.9% | +8.9% | +6.0% | +14.8% |
| 6M | +23.6% | -19.7% | +43.4% | +25.5% |
| YTD | +11.3% | -39.9% | +51.2% | +13.7% |
| 1Y | +19.9% | -36.4% | +56.3% | +22.0% |
| All | +19.9% | -37.1% | +57.0% | +22.0% |
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