+409.7%
VUG vs PEGA
+175.4%
+234.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.7% |
| 7D | +0.9% | -2.4% | +3.3% | +1.5% |
| 30D | -1.4% | +9.6% | -11.1% | -4.0% |
| 3M | +2.3% | +2.3% | 0.0% | +0.5% |
| 6M | +15.7% | -23.9% | +39.6% | +22.2% |
| YTD | +8.6% | -39.8% | +48.4% | +21.1% |
| 1Y | +14.1% | -37.4% | +51.5% | +24.9% |
| 3Y | +87.9% | +53.1% | +34.8% | +45.1% |
| 5Y | +76.3% | -47.2% | +123.6% | +90.0% |
| 10Y | +409.7% | +174.3% | +235.3% | +237.8% |
| All | +409.7% | +175.4% | +234.3% | +237.8% |
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 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