+160.2%
VXUS vs PEGA
+303.0%
-142.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.8% |
| 7D | -1.8% | -4.5% | +2.7% | -1.0% |
| 30D | -4.6% | -5.7% | +1.1% | -3.7% |
| 3M | -6.1% | +2.6% | -8.7% | -7.0% |
| 6M | -4.9% | -10.6% | +5.7% | -4.3% |
| YTD | +8.1% | -45.5% | +53.5% | +17.7% |
| 1Y | +12.1% | -44.8% | +56.9% | +21.6% |
| 3Y | +63.9% | +45.5% | +18.3% | +39.0% |
| 5Y | +43.1% | -45.3% | +88.4% | +43.2% |
| 10Y | +139.2% | +102.4% | +36.9% | +75.3% |
| All | +160.2% | +303.0% | -142.7% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling