+172.8%
VEU vs PEGA
+1,487.2%
-1,314.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -0.9% | -4.1% | +3.2% | -0.3% |
| 3M | -5.4% | -2.8% | -2.6% | -5.3% |
| 6M | -1.8% | -0.4% | -1.3% | -3.2% |
| YTD | +10.9% | -45.4% | +56.3% | +21.8% |
| 1Y | +13.6% | -42.6% | +56.2% | +23.3% |
| 3Y | +69.3% | +45.4% | +23.8% | +41.5% |
| 5Y | +48.1% | -44.6% | +92.7% | +46.4% |
| 10Y | +148.0% | +91.2% | +56.8% | +76.2% |
| All | +172.8% | +1,487.2% | -1,314.4% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling