+42.7%
VXUS vs PEGA
-45.3%
+88.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.5% |
| 7D | -1.8% | -4.5% | +2.7% | -1.3% |
| 30D | -4.6% | -5.7% | +1.1% | -4.1% |
| 3M | -6.1% | +2.6% | -8.7% | -6.6% |
| 6M | -4.9% | -10.6% | +5.7% | -4.4% |
| YTD | +8.1% | -45.5% | +53.5% | +14.2% |
| 1Y | +12.1% | -44.8% | +56.9% | +18.2% |
| 3Y | +63.9% | +45.5% | +18.3% | +47.3% |
| All | +42.7% | -45.3% | +88.0% | +43.9% |
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