+64.6%
VTI vs PEGA
-44.5%
+109.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -1.5% | -4.1% | +2.6% | -1.1% |
| 3M | -3.2% | -2.8% | -0.4% | -3.1% |
| 6M | +2.3% | -0.4% | +2.7% | +1.3% |
| YTD | +11.6% | -45.4% | +57.0% | +20.8% |
| 1Y | +13.8% | -42.6% | +56.4% | +22.0% |
| 3Y | +77.4% | +45.4% | +32.0% | +53.6% |
| All | +64.6% | -44.5% | +109.1% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling