-51.4%
VG vs PEGA
-37.8%
-13.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.7% |
| 7D | -22.0% | -1.6% | -20.4% | -21.9% |
| 30D | -14.7% | -3.0% | -11.8% | -14.6% |
| 3M | -7.1% | +5.8% | -12.9% | -8.7% |
| 6M | -11.2% | -8.8% | -2.3% | -10.2% |
| YTD | +69.8% | -43.5% | +113.3% | +96.3% |
| 1Y | +49.9% | -43.4% | +93.3% | +72.6% |
| All | -51.4% | -37.8% | -13.6% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling