+60.9%
VEA vs PEGA
-48.2%
+109.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +0.3% | -6.1% | +6.5% | +1.0% |
| 30D | +0.4% | +6.4% | -6.0% | -0.3% |
| 3M | +4.8% | +2.9% | +1.9% | +4.0% |
| 6M | +11.3% | -23.8% | +35.1% | +14.0% |
| YTD | +17.4% | -41.1% | +58.4% | +23.5% |
| 1Y | +26.2% | -38.2% | +64.4% | +31.6% |
| 3Y | +77.7% | +49.8% | +27.9% | +59.2% |
| 5Y | +60.9% | -48.0% | +108.9% | +66.3% |
| All | +60.9% | -48.2% | +109.1% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling