+410.4%
PEGA vs VCLT
+103.4%
+307.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | +17.7% | -0.9% | +18.6% | +18.1% |
| 3M | +5.8% | -3.2% | +9.0% | +7.0% |
| 6M | -20.3% | -3.8% | -16.4% | -19.2% |
| YTD | -37.1% | -2.0% | -35.1% | -36.7% |
| 1Y | -30.2% | -0.8% | -29.4% | -29.9% |
| 3Y | +48.1% | +12.3% | +35.8% | +43.5% |
| 5Y | -46.8% | -15.4% | -31.4% | -47.8% |
| 10Y | +191.3% | +15.7% | +175.6% | +210.2% |
| All | +410.4% | +103.4% | +307.0% | +686.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling