+64.2%
VYM vs PEGA
+52.0%
+12.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -1.9% | -5.3% | +3.4% | -1.5% |
| 30D | -2.6% | +8.3% | -10.9% | -3.2% |
| 3M | +3.6% | +8.9% | -5.4% | +2.7% |
| 6M | +8.7% | -19.7% | +28.4% | +10.1% |
| YTD | +14.1% | -39.9% | +54.0% | +18.2% |
| 1Y | +17.8% | -36.4% | +54.2% | +21.1% |
| All | +64.2% | +52.0% | +12.2% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling