+147.1%
VXUS vs PEGA
+94.5%
+52.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | -0.5% | -8.6% | +8.1% | +0.9% |
| 30D | -1.2% | -10.1% | +8.9% | +0.4% |
| 3M | -3.8% | -4.7% | +0.9% | -3.6% |
| 6M | -1.7% | -8.0% | +6.3% | -1.5% |
| YTD | +11.4% | -47.1% | +58.6% | +21.7% |
| 1Y | +13.3% | -47.5% | +60.8% | +23.8% |
| 3Y | +70.0% | +40.2% | +29.7% | +44.0% |
| 5Y | +48.1% | -45.7% | +93.8% | +52.9% |
| 10Y | +147.1% | +85.1% | +62.0% | +90.2% |
| All | +147.1% | +94.5% | +52.6% | +90.2% |
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