+50.0%
VG vs PEGA
-45.2%
+95.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | -0.5% |
| 7D | -22.0% | -4.5% | -17.5% | -22.6% |
| 30D | -11.6% | -5.7% | -6.0% | -12.3% |
| 3M | -14.9% | +2.6% | -17.4% | -14.2% |
| 6M | -3.5% | -10.6% | +7.1% | -2.3% |
| YTD | +70.0% | -45.5% | +115.5% | +69.4% |
| 1Y | +50.0% | -44.8% | +94.8% | +49.0% |
| All | +50.0% | -45.2% | +95.2% | +49.0% |
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