+146.4%
VXUS vs PEGA
+175.4%
-29.0%
-36.0%
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% | +0.3% |
| 7D | +1.6% | -2.4% | +4.0% | +2.0% |
| 30D | +1.0% | +9.6% | -8.6% | -0.7% |
| 3M | +5.7% | +2.3% | +3.3% | +4.5% |
| 6M | +13.6% | -23.9% | +37.5% | +17.7% |
| YTD | +17.4% | -39.8% | +57.2% | +25.8% |
| 1Y | +25.1% | -37.4% | +62.5% | +32.5% |
| 3Y | +75.8% | +53.1% | +22.7% | +47.9% |
| 5Y | +55.4% | -47.2% | +102.6% | +64.3% |
| 10Y | +146.4% | +174.3% | -27.9% | +72.0% |
| All | +146.4% | +175.4% | -29.0% | +72.0% |
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 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