+152.7%
JPM vs PEGA
+37.6%
+115.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +2.7% |
| 7D | +0.4% | -10.0% | +10.4% | +1.5% |
| 30D | +2.7% | -12.7% | +15.4% | +4.0% |
| 3M | -3.8% | -4.6% | +0.7% | -3.7% |
| 6M | +14.3% | -13.1% | +27.4% | +15.3% |
| YTD | +8.2% | -47.6% | +55.8% | +15.6% |
| 1Y | +11.0% | -47.0% | +58.0% | +18.3% |
| 3Y | +152.7% | +42.0% | +110.6% | +133.3% |
| All | +152.7% | +37.6% | +115.0% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling