+53.9%
PEGA vs JAAA
+18.9%
+34.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | -6.1% | +0.1% | -6.2% | -6.7% |
| 30D | +6.4% | +0.5% | +5.9% | +3.4% |
| 3M | +2.9% | +1.2% | +1.7% | -4.9% |
| 6M | -23.8% | +2.7% | -26.6% | -35.6% |
| YTD | -41.1% | +3.2% | -44.3% | -51.4% |
| 1Y | -38.2% | +4.8% | -43.0% | -53.6% |
| All | +53.9% | +18.9% | +34.9% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling