+3,516.7%
JPM vs PEGA
+1,209.2%
+2,307.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.8% |
| 7D | +0.3% | +3.3% | -3.0% | -0.1% |
| 30D | -0.2% | +17.7% | -17.9% | -2.4% |
| 3M | +15.9% | +5.8% | +10.1% | +14.3% |
| 6M | +20.9% | -20.3% | +41.2% | +23.4% |
| YTD | +12.9% | -37.1% | +50.0% | +18.2% |
| 1Y | +20.3% | -30.2% | +50.5% | +23.7% |
| 3Y | +160.9% | +48.1% | +112.8% | +136.2% |
| 5Y | +154.8% | -46.8% | +201.6% | +155.8% |
| 10Y | +591.1% | +191.3% | +399.8% | +453.0% |
| All | +3,516.7% | +1,209.2% | +2,307.5% | +1,917.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling