-30.2%
PEGA vs JAAA
+4.9%
-35.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.7% |
| 7D | +3.3% | +0.2% | +3.1% | +1.5% |
| 30D | +17.7% | +0.5% | +17.2% | +11.9% |
| 3M | +5.8% | +1.3% | +4.5% | -5.6% |
| 6M | -20.3% | +2.7% | -22.9% | -35.6% |
| YTD | -37.1% | +3.2% | -40.3% | -49.1% |
| 1Y | -30.2% | +4.9% | -35.1% | -50.7% |
| All | -30.2% | +4.9% | -35.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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