+263.2%
VIG vs PEGA
+97.3%
+165.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +4.9% | -4.1% | +9.1% | +5.5% |
| 3M | +2.5% | -2.8% | +5.3% | +2.6% |
| 6M | +11.0% | -0.4% | +11.5% | +9.8% |
| YTD | +16.0% | -45.4% | +61.4% | +26.2% |
| 1Y | +17.5% | -42.6% | +60.2% | +26.6% |
| 3Y | +67.0% | +45.4% | +21.6% | +40.8% |
| 5Y | +64.8% | -44.6% | +109.4% | +70.4% |
| All | +263.2% | +97.3% | +165.8% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling