+817.5%
VOO vs PEGA
+475.5%
+342.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.9% | -8.6% | +7.7% | +0.8% |
| 30D | -2.3% | -10.1% | +7.7% | -0.5% |
| 3M | -1.2% | -4.7% | +3.6% | -0.8% |
| 6M | +3.3% | -8.0% | +11.3% | +3.6% |
| YTD | +12.3% | -47.1% | +59.5% | +24.0% |
| 1Y | +12.5% | -47.5% | +60.0% | +24.2% |
| 3Y | +79.2% | +40.2% | +38.9% | +52.7% |
| 5Y | +75.7% | -45.7% | +121.4% | +76.0% |
| 10Y | +313.7% | +85.1% | +228.6% | +219.9% |
| All | +817.5% | +475.5% | +342.0% | +492.7% |
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 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