-48.0%
PEGA vs VCLT
-15.5%
-32.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -6.1% | 0.0% | -6.2% | -6.1% |
| 30D | +6.4% | +0.1% | +6.3% | +6.3% |
| 3M | +2.9% | -2.9% | +5.8% | +5.7% |
| 6M | -23.8% | -4.0% | -19.9% | -20.9% |
| YTD | -41.1% | -2.2% | -38.8% | -39.8% |
| 1Y | -38.2% | -2.6% | -35.6% | -36.7% |
| 3Y | +49.8% | +12.3% | +37.6% | +33.7% |
| 5Y | -48.0% | -16.4% | -31.6% | -44.5% |
| All | -48.0% | -15.5% | -32.5% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling