+19.2%
VIG vs PEGA
-44.4%
+63.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | -2.9% | +5.6% | +2.8% |
| 30D | +7.0% | -0.5% | +7.5% | +7.0% |
| 3M | +4.0% | +8.5% | -4.5% | +3.7% |
| 6M | +12.3% | -6.3% | +18.6% | +12.4% |
| YTD | +16.4% | -42.2% | +58.6% | +19.4% |
| 1Y | +19.2% | -43.4% | +62.7% | +23.9% |
| All | +19.2% | -44.4% | +63.7% | +23.9% |
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