+150.8%
VEU vs PEGA
+184.6%
-33.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.8% |
| 7D | -1.4% | -3.0% | +1.6% | -1.0% |
| 30D | -0.4% | +15.9% | -16.3% | -2.9% |
| 3M | +2.5% | +10.8% | -8.3% | 0.0% |
| 6M | +11.1% | -16.5% | +27.7% | +13.3% |
| YTD | +16.5% | -39.0% | +55.5% | +24.6% |
| 1Y | +22.9% | -37.3% | +60.2% | +30.2% |
| 3Y | +73.4% | +59.2% | +14.2% | +44.7% |
| 5Y | +56.1% | -44.9% | +101.0% | +63.2% |
| All | +150.8% | +184.6% | -33.8% | +78.2% |
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