+329.3%
PEGA vs VCLT
+102.1%
+227.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -8.6% | -0.6% | -8.1% | -8.5% |
| 30D | -10.1% | +2.8% | -12.9% | -10.9% |
| 3M | -4.7% | -0.4% | -4.4% | -4.6% |
| 6M | -8.0% | -3.1% | -4.9% | -7.0% |
| YTD | -47.1% | -2.7% | -44.5% | -46.6% |
| 1Y | -47.5% | -3.7% | -43.8% | -46.8% |
| 3Y | +40.2% | +15.6% | +24.7% | +35.0% |
| 5Y | -45.7% | -15.8% | -30.0% | -46.7% |
| 10Y | +85.1% | +23.0% | +62.0% | +105.0% |
| All | +329.3% | +102.1% | +227.2% | +562.8% |
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 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