+392.1%
VNQ vs PEGA
+2,153.2%
-1,761.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.9% |
| 7D | -0.4% | -2.4% | +2.0% | +0.1% |
| 30D | -2.5% | +9.6% | -12.2% | -4.8% |
| 3M | +1.4% | +2.3% | -1.0% | -0.2% |
| 6M | +4.6% | -23.9% | +28.4% | +9.5% |
| YTD | +10.5% | -39.8% | +50.3% | +21.0% |
| 1Y | +8.4% | -37.4% | +45.8% | +16.8% |
| 3Y | +32.4% | +53.1% | -20.7% | +6.8% |
| 5Y | +5.5% | -47.2% | +52.7% | +6.0% |
| 10Y | +59.1% | +174.3% | -115.3% | -2.1% |
| All | +392.1% | +2,153.2% | -1,761.1% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling