+39.7%
VGT vs PEGA
-30.0%
+69.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +1.0% | +3.3% | -2.3% | +0.8% |
| 30D | +1.3% | +17.7% | -16.5% | 0.0% |
| 3M | -1.1% | +5.8% | -6.9% | -0.9% |
| 6M | +32.6% | -20.3% | +52.9% | +37.1% |
| YTD | +29.0% | -37.1% | +66.1% | +37.6% |
| 1Y | +39.7% | -30.2% | +69.9% | +46.7% |
| All | +39.7% | -30.0% | +69.7% | +46.7% |
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