+18.0%
VTEB vs PEGA
+184.6%
-166.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -0.9% | -3.0% | +2.1% | -0.9% |
| 30D | -2.5% | +15.9% | -18.4% | -2.8% |
| 3M | -3.0% | +10.8% | -13.8% | -3.2% |
| 6M | -2.1% | -16.5% | +14.4% | -1.9% |
| YTD | -1.5% | -39.0% | +37.5% | -0.9% |
| 1Y | +0.2% | -37.3% | +37.4% | +0.7% |
| 3Y | +8.6% | +59.2% | -50.6% | +6.7% |
| 5Y | +1.2% | -44.9% | +46.1% | +1.4% |
| All | +18.0% | +184.6% | -166.6% | +15.1% |
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 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