-45.7%
PEGA vs VOO
+75.1%
-120.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -2.2% |
| 7D | -8.6% | -0.9% | -7.7% | -7.9% |
| 30D | -10.1% | -2.3% | -7.7% | -7.6% |
| 3M | -4.7% | -1.2% | -3.6% | -3.9% |
| 6M | -8.0% | +3.3% | -11.3% | -13.1% |
| YTD | -47.1% | +12.3% | -59.5% | -55.8% |
| 1Y | -47.5% | +12.5% | -60.0% | -56.1% |
| 3Y | +40.2% | +79.2% | -38.9% | -40.0% |
| 5Y | -45.7% | +75.7% | -121.4% | -74.6% |
| All | -45.7% | +75.1% | -120.9% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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