+158.3%
VEA vs PEGA
+180.6%
-22.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | -2.1% | -5.3% | +3.2% | -1.2% |
| 30D | -1.1% | +8.3% | -9.4% | -2.5% |
| 3M | +5.1% | +8.9% | -3.9% | +2.8% |
| 6M | +9.8% | -19.7% | +29.5% | +12.7% |
| YTD | +15.9% | -39.9% | +55.8% | +24.3% |
| 1Y | +24.6% | -36.4% | +60.9% | +31.5% |
| 3Y | +75.5% | +52.8% | +22.7% | +47.8% |
| 5Y | +59.4% | -45.7% | +105.1% | +66.2% |
| All | +158.3% | +180.6% | -22.3% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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