+2,110.3%
VGT vs PEGA
+1,239.1%
+871.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.1% |
| 7D | +5.6% | -4.6% | +10.2% | +6.7% |
| 30D | -10.6% | -6.8% | -3.8% | -9.3% |
| 3M | -6.9% | +2.6% | -9.4% | -8.1% |
| 6M | +0.9% | -5.4% | +6.3% | +0.3% |
| YTD | +20.4% | -46.0% | +66.5% | +35.9% |
| 1Y | +17.4% | -45.6% | +63.0% | +32.0% |
| 3Y | +106.3% | +43.2% | +63.1% | +69.5% |
| 5Y | +107.9% | -45.3% | +153.1% | +108.9% |
| 10Y | +730.9% | +88.9% | +642.0% | +516.3% |
| All | +2,110.3% | +1,239.1% | +871.1% | +792.1% |
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