+407.5%
VUG vs PEGA
+94.9%
+312.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.8% |
| 7D | +4.4% | -4.6% | +9.0% | +5.6% |
| 30D | -7.3% | -6.8% | -0.5% | -5.9% |
| 3M | -4.2% | +2.6% | -6.8% | -5.6% |
| 6M | -1.6% | -5.4% | +3.8% | -2.1% |
| YTD | +4.9% | -46.0% | +50.9% | +20.0% |
| 1Y | +3.8% | -45.6% | +49.4% | +18.2% |
| 3Y | +79.4% | +43.2% | +36.3% | +39.4% |
| 5Y | +63.9% | -45.3% | +109.2% | +71.7% |
| All | +407.5% | +94.9% | +312.6% | +257.6% |
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