+33.4%
VWO vs PEGA
-47.2%
+80.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -1.7% | -5.3% | +3.6% | -1.2% |
| 30D | -0.3% | +8.3% | -8.6% | -1.2% |
| 3M | +4.0% | +8.9% | -5.0% | +2.6% |
| 6M | +8.1% | -19.7% | +27.8% | +10.0% |
| YTD | +11.6% | -39.9% | +51.5% | +16.8% |
| 1Y | +16.2% | -36.4% | +52.6% | +20.5% |
| 3Y | +63.3% | +52.8% | +10.5% | +47.1% |
| 5Y | +33.4% | -45.7% | +79.0% | +42.4% |
| All | +33.4% | -47.2% | +80.5% | +42.4% |
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