-43.9%
PEGA vs JAAA
+29.3%
-73.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -5.3% | +0.1% | -5.4% | -5.6% |
| 30D | +8.3% | +0.4% | +7.9% | +6.8% |
| 3M | +8.9% | +1.2% | +7.7% | +4.7% |
| 6M | -19.7% | +2.7% | -22.4% | -26.3% |
| YTD | -39.9% | +3.2% | -43.1% | -45.6% |
| 1Y | -36.4% | +4.8% | -41.2% | -45.2% |
| 3Y | +52.8% | +19.0% | +33.8% | +0.6% |
| 5Y | -45.7% | +26.8% | -72.5% | -68.0% |
| All | -43.9% | +29.3% | -73.2% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling