+2,072.9%
VGT vs PEGA
+1,255.4%
+817.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -9.5% | -4.1% | -5.4% | -8.8% |
| 3M | -9.5% | -2.8% | -6.7% | -9.5% |
| 6M | -1.8% | -0.4% | -1.3% | -3.6% |
| YTD | +18.4% | -45.4% | +63.8% | +33.2% |
| 1Y | +18.7% | -42.6% | +61.4% | +31.7% |
| 3Y | +103.8% | +45.4% | +58.4% | +66.8% |
| 5Y | +104.4% | -44.6% | +149.0% | +104.7% |
| 10Y | +716.9% | +91.2% | +625.7% | +504.1% |
| All | +2,072.9% | +1,255.4% | +817.5% | +774.4% |
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