-44.5%
PEGA vs JAAA
+26.5%
-71.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.3% |
| 30D | +15.9% | +0.5% | +15.4% | +13.7% |
| 3M | +10.8% | +1.3% | +9.6% | +5.9% |
| 6M | -16.5% | +2.8% | -19.3% | -24.4% |
| YTD | -39.0% | +3.3% | -42.3% | -45.6% |
| 1Y | -37.3% | +4.9% | -42.2% | -47.1% |
| 3Y | +59.2% | +19.0% | +40.2% | -1.1% |
| All | -44.5% | +26.5% | -71.0% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling