+26.5%
VTEB vs PEGA
+196.5%
-170.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | -0.2% | -2.4% | +2.2% | -0.2% |
| 30D | -1.6% | +9.6% | -11.2% | -1.7% |
| 3M | -2.0% | +2.3% | -4.3% | -2.1% |
| 6M | -1.7% | -23.9% | +22.2% | -1.4% |
| YTD | -0.6% | -39.8% | +39.2% | 0.0% |
| 1Y | +1.8% | -37.4% | +39.2% | +2.3% |
| 3Y | +9.6% | +53.1% | -43.6% | +8.1% |
| 5Y | +2.1% | -47.2% | +49.3% | +2.1% |
| 10Y | +18.9% | +174.3% | -155.4% | +19.9% |
| All | +26.5% | +196.5% | -170.0% | +28.4% |
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