+183.8%
VXUS vs PEGA
+364.7%
-180.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +1.0% | +3.3% | -2.3% | +0.4% |
| 30D | +2.2% | +17.7% | -15.6% | -0.9% |
| 3M | +3.0% | +5.8% | -2.8% | +1.1% |
| 6M | +10.7% | -20.3% | +30.9% | +13.8% |
| YTD | +17.8% | -37.1% | +55.0% | +25.6% |
| 1Y | +27.6% | -30.2% | +57.8% | +32.7% |
| 3Y | +73.3% | +48.1% | +25.2% | +47.5% |
| 5Y | +54.3% | -46.8% | +101.1% | +57.2% |
| 10Y | +149.8% | +191.3% | -41.5% | +70.9% |
| All | +183.8% | +364.7% | -180.8% | +68.0% |
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 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