+1,181.0%
VUG vs PEGA
+1,217.8%
-36.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -1.2% | -8.2% | +7.0% | +0.7% |
| 30D | -8.9% | -11.6% | +2.7% | -6.6% |
| 3M | -5.9% | -4.2% | -1.8% | -5.6% |
| 6M | -3.3% | -12.0% | +8.7% | -2.1% |
| YTD | +3.4% | -46.9% | +50.3% | +15.8% |
| 1Y | +1.9% | -47.0% | +48.9% | +14.0% |
| 3Y | +76.9% | +40.9% | +36.0% | +48.8% |
| 5Y | +63.9% | -45.4% | +109.2% | +64.3% |
| 10Y | +396.2% | +95.9% | +300.3% | +274.3% |
| All | +1,181.0% | +1,217.8% | -36.8% | +453.0% |
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 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