+7.2%
VNQ vs PEGA
-47.2%
+54.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.1% |
| 7D | -2.6% | -5.3% | +2.7% | -2.0% |
| 30D | -2.3% | +8.3% | -10.6% | -3.5% |
| 3M | -2.8% | +8.9% | -11.7% | -4.3% |
| 6M | +2.5% | -19.7% | +22.2% | +4.7% |
| YTD | +8.4% | -39.9% | +48.3% | +14.7% |
| 1Y | +6.8% | -36.4% | +43.2% | +11.5% |
| 3Y | +29.9% | +52.8% | -22.9% | +12.6% |
| 5Y | +7.2% | -45.7% | +52.9% | +4.8% |
| All | +7.2% | -47.2% | +54.4% | +4.8% |
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