+31.0%
VNQ vs PEGA
+49.1%
-18.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.8% |
| 7D | -0.9% | -6.1% | +5.3% | -0.3% |
| 30D | -2.2% | +6.4% | -8.6% | -2.9% |
| 3M | -1.9% | +2.9% | -4.9% | -2.5% |
| 6M | +3.2% | -23.8% | +27.1% | +5.3% |
| YTD | +9.4% | -41.1% | +50.5% | +14.1% |
| 1Y | +7.5% | -38.2% | +45.7% | +11.3% |
| All | +31.0% | +49.1% | -18.0% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling