+64.8%
VIG vs PEGA
-44.5%
+109.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +4.9% | -4.1% | +9.1% | +5.3% |
| 3M | +2.5% | -2.8% | +5.3% | +2.6% |
| 6M | +11.0% | -0.4% | +11.5% | +10.3% |
| YTD | +16.0% | -45.4% | +61.4% | +22.6% |
| 1Y | +17.5% | -42.6% | +60.2% | +23.4% |
| 3Y | +67.0% | +45.4% | +21.6% | +50.7% |
| All | +64.8% | -44.5% | +109.3% | +66.7% |
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