-42.6%
PEGA vs VO
+14.1%
-56.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.1% | +3.1% | -3.0% | -2.3% |
| 30D | -4.1% | +2.2% | -6.3% | -5.8% |
| 3M | -2.8% | -2.5% | -0.3% | -0.8% |
| 6M | -0.4% | +7.0% | -7.4% | -6.5% |
| YTD | -45.4% | +14.0% | -59.4% | -51.9% |
| 1Y | -42.6% | +15.6% | -58.3% | -50.3% |
| All | -42.6% | +14.1% | -56.7% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling