+64.4%
VG vs PEGA
-46.7%
+111.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.7% | +5.1% |
| 7D | +15.1% | -4.6% | +19.7% | +14.3% |
| 30D | -4.2% | -6.8% | +2.6% | -5.0% |
| 3M | -3.1% | +2.6% | -5.7% | -2.4% |
| 6M | +0.3% | -5.4% | +5.7% | +2.0% |
| YTD | +95.5% | -46.0% | +141.5% | +95.9% |
| 1Y | +64.4% | -45.6% | +110.0% | +63.7% |
| All | +64.4% | -46.7% | +111.2% | +63.7% |
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