+61.8%
VNQ vs PEGA
+184.6%
-122.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.5% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | -2.6% | +15.9% | -18.5% | -5.4% |
| 3M | -2.0% | +10.8% | -12.9% | -4.6% |
| 6M | +4.3% | -16.5% | +20.8% | +6.6% |
| YTD | +9.2% | -39.0% | +48.3% | +17.7% |
| 1Y | +5.6% | -37.3% | +42.9% | +12.5% |
| 3Y | +30.8% | +59.2% | -28.3% | +6.6% |
| 5Y | +8.0% | -44.9% | +52.8% | +11.1% |
| All | +61.8% | +184.6% | -122.9% | +19.7% |
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 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