+135.2%
VGT vs PEGA
-48.2%
+183.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.3% |
| 7D | +1.5% | -6.1% | +7.6% | +2.8% |
| 30D | +0.5% | +6.4% | -5.9% | -1.0% |
| 3M | +5.3% | +2.9% | +2.3% | +3.6% |
| 6M | +32.4% | -23.8% | +56.3% | +38.8% |
| YTD | +28.6% | -41.1% | +69.7% | +41.8% |
| 1Y | +37.6% | -38.2% | +75.9% | +49.3% |
| 3Y | +125.5% | +49.8% | +75.6% | +86.0% |
| 5Y | +135.2% | -48.0% | +183.2% | +171.2% |
| All | +135.2% | -48.2% | +183.4% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling