+54.5%
VEU vs PEGA
-47.2%
+101.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.2% | -1.5% |
| 7D | -1.9% | -5.3% | +3.4% | -1.4% |
| 30D | -0.7% | +8.3% | -9.0% | -1.7% |
| 3M | +4.9% | +8.9% | -4.1% | +3.4% |
| 6M | +9.8% | -19.7% | +29.6% | +11.9% |
| YTD | +15.3% | -39.9% | +55.2% | +20.9% |
| 1Y | +23.0% | -36.4% | +59.4% | +27.8% |
| 3Y | +73.5% | +52.8% | +20.7% | +55.5% |
| 5Y | +54.5% | -45.7% | +100.2% | +59.9% |
| All | +54.5% | -47.2% | +101.7% | +59.9% |
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