+113.0%
VWO vs PEGA
+184.6%
-71.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.8% | -3.0% | +1.2% | -1.3% |
| 30D | -0.1% | +15.9% | -16.0% | -2.7% |
| 3M | +2.2% | +10.8% | -8.6% | -0.4% |
| 6M | +8.8% | -16.5% | +25.3% | +10.9% |
| YTD | +12.4% | -39.0% | +51.4% | +20.5% |
| 1Y | +15.6% | -37.3% | +52.9% | +22.6% |
| 3Y | +62.5% | +59.2% | +3.4% | +34.5% |
| 5Y | +34.3% | -44.9% | +79.1% | +42.4% |
| All | +113.0% | +184.6% | -71.6% | +45.7% |
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