+343.5%
PEGA vs VCLT
+98.6%
+244.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +0.1% | -2.3% | +2.4% | +0.9% |
| 30D | -4.1% | +0.8% | -4.9% | -4.4% |
| 3M | -2.8% | -2.7% | -0.2% | -1.9% |
| 6M | -0.4% | -4.3% | +3.9% | +1.0% |
| YTD | -45.4% | -4.3% | -41.1% | -44.5% |
| 1Y | -42.6% | -4.4% | -38.3% | -41.7% |
| 3Y | +45.4% | +13.8% | +31.6% | +40.7% |
| 5Y | -44.6% | -17.0% | -27.6% | -45.2% |
| 10Y | +91.2% | +20.9% | +70.3% | +113.0% |
| All | +343.5% | +98.6% | +244.9% | +588.7% |
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