-48.0%
PEGA vs VOO
+81.6%
-129.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -6.1% | -0.4% | -5.8% | -5.6% |
| 30D | +6.4% | -1.4% | +7.8% | +8.5% |
| 3M | +2.9% | +3.7% | -0.8% | -2.6% |
| 6M | -23.8% | +13.0% | -36.9% | -36.4% |
| YTD | -41.1% | +12.4% | -53.5% | -50.4% |
| 1Y | -38.2% | +18.6% | -56.8% | -51.9% |
| 3Y | +49.8% | +78.1% | -28.2% | -34.6% |
| 5Y | -48.0% | +82.3% | -130.3% | -77.0% |
| All | -48.0% | +81.6% | -129.6% | -77.0% |
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