+310.7%
VOO vs PEGA
+97.3%
+213.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -2.0% | -4.1% | +2.2% | -1.3% |
| 3M | -2.8% | -2.8% | +0.1% | -2.7% |
| 6M | +2.2% | -0.4% | +2.6% | +0.7% |
| YTD | +11.5% | -45.4% | +56.9% | +23.7% |
| 1Y | +13.5% | -42.6% | +56.1% | +24.3% |
| 3Y | +78.1% | +45.4% | +32.7% | +44.9% |
| 5Y | +73.1% | -44.6% | +117.7% | +79.8% |
| All | +310.7% | +97.3% | +213.4% | +196.6% |
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