+73.7%
VTI vs PEGA
-48.2%
+121.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.2% |
| 7D | -0.4% | -6.1% | +5.8% | +0.6% |
| 30D | -1.6% | +6.4% | -8.0% | -2.7% |
| 3M | +3.6% | +2.9% | +0.7% | +2.5% |
| 6M | +13.0% | -23.8% | +36.9% | +16.9% |
| YTD | +12.7% | -41.1% | +53.8% | +20.9% |
| 1Y | +18.4% | -38.2% | +56.6% | +25.5% |
| 3Y | +76.4% | +49.8% | +26.6% | +52.5% |
| 5Y | +73.7% | -48.0% | +121.7% | +89.0% |
| All | +73.7% | -48.2% | +121.9% | +89.0% |
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