+152.5%
JPM vs PEGA
-48.2%
+200.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -0.4% | -6.1% | +5.7% | +0.4% |
| 30D | -1.4% | +6.4% | -7.8% | -2.3% |
| 3M | +13.9% | +2.9% | +11.0% | +12.9% |
| 6M | +23.5% | -23.8% | +47.4% | +27.2% |
| YTD | +11.6% | -41.1% | +52.7% | +18.6% |
| 1Y | +21.4% | -38.2% | +59.6% | +27.5% |
| 3Y | +163.4% | +49.8% | +113.6% | +135.2% |
| 5Y | +152.5% | -48.0% | +200.5% | +164.9% |
| All | +152.5% | -48.2% | +200.7% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling