+2,267.4%
VGT vs PEGA
+1,460.1%
+807.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.0% | +3.3% | -2.3% | +0.2% |
| 30D | +1.3% | +17.7% | -16.5% | -3.0% |
| 3M | -1.1% | +5.8% | -6.9% | -3.8% |
| 6M | +32.6% | -20.3% | +52.9% | +37.8% |
| YTD | +29.0% | -37.1% | +66.1% | +40.9% |
| 1Y | +39.7% | -30.2% | +69.9% | +47.6% |
| 3Y | +120.9% | +48.1% | +72.8% | +81.0% |
| 5Y | +133.6% | -46.8% | +180.3% | +138.2% |
| 10Y | +792.6% | +191.3% | +601.2% | +501.4% |
| All | +2,267.4% | +1,460.1% | +807.3% | +825.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling