+69.5%
VG vs PEGA
-47.0%
+116.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.4% |
| 7D | +5.5% | -8.6% | +14.1% | +4.0% |
| 30D | -3.6% | -10.1% | +6.5% | -4.9% |
| 3M | -4.0% | -4.7% | +0.8% | -4.3% |
| 6M | +9.4% | -8.0% | +17.4% | +10.8% |
| YTD | +86.6% | -47.1% | +133.8% | +84.9% |
| 1Y | +69.5% | -47.5% | +117.0% | +67.7% |
| All | +69.5% | -47.0% | +116.5% | +67.7% |
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