+172.4%
PEGA vs VCLT
+17.1%
+155.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | -3.0% | -1.4% | -1.6% | -2.1% |
| 30D | +15.9% | -1.2% | +17.1% | +16.9% |
| 3M | +10.8% | -4.8% | +15.6% | +14.6% |
| 6M | -16.5% | -2.6% | -13.9% | -15.0% |
| YTD | -39.0% | -3.3% | -35.7% | -37.6% |
| 1Y | -37.3% | -4.8% | -32.5% | -35.1% |
| 3Y | +59.2% | +11.5% | +47.7% | +48.2% |
| 5Y | -44.9% | -17.0% | -27.9% | -41.0% |
| All | +172.4% | +17.1% | +155.3% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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