+51.8%
VG vs PEGA
-44.4%
+96.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | 0.0% | -7.7% | -7.7% |
| 7D | -16.4% | -2.9% | -13.5% | -16.7% |
| 30D | -10.8% | -0.5% | -10.3% | -10.6% |
| 3M | -6.3% | +8.5% | -14.8% | -4.7% |
| 6M | -12.5% | -6.3% | -6.2% | -10.7% |
| YTD | +76.9% | -42.2% | +119.1% | +79.2% |
| 1Y | +51.8% | -43.4% | +95.2% | +55.0% |
| All | +51.8% | -44.4% | +96.2% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling