+9.1%
VNQ vs PEGA
-30.0%
+39.1%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.3% | +3.3% | -4.5% | -1.4% |
| 30D | -2.9% | +17.7% | -20.7% | -3.8% |
| 3M | +0.8% | +5.8% | -5.0% | +0.1% |
| 6M | +2.5% | -20.3% | +22.7% | +3.1% |
| YTD | +10.6% | -37.1% | +47.8% | +12.1% |
| 1Y | +9.1% | -30.2% | +39.3% | +9.3% |
| All | +9.1% | -30.0% | +39.1% | +9.3% |
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