+63.5%
VIG vs PEGA
-48.2%
+111.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | -1.2% | -6.1% | +5.0% | -0.5% |
| 30D | -2.8% | +6.4% | -9.2% | -3.6% |
| 3M | +2.5% | +2.9% | -0.4% | +1.7% |
| 6M | +8.1% | -23.8% | +31.9% | +10.7% |
| YTD | +9.6% | -41.1% | +50.6% | +15.1% |
| 1Y | +14.2% | -38.2% | +52.4% | +18.9% |
| 3Y | +56.1% | +49.8% | +6.3% | +40.6% |
| All | +63.5% | -48.2% | +111.7% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling