+179.2%
PEGA vs VO
+195.4%
-16.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.5% |
| 7D | -2.4% | +0.6% | -3.0% | -3.1% |
| 30D | +9.6% | -1.1% | +10.7% | +11.0% |
| 3M | +2.3% | +4.5% | -2.2% | -3.5% |
| 6M | -23.9% | +11.1% | -35.0% | -33.7% |
| YTD | -39.8% | +13.5% | -53.3% | -49.1% |
| 1Y | -37.4% | +14.5% | -51.9% | -47.6% |
| 3Y | +53.1% | +58.1% | -5.0% | -13.0% |
| 5Y | -47.2% | +43.3% | -90.5% | -65.1% |
| All | +179.2% | +195.4% | -16.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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