+45.7%
PEGA vs VO
+60.2%
-14.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.3% |
| 7D | -4.5% | -2.6% | -2.0% | -1.2% |
| 30D | -5.7% | -0.9% | -4.7% | -4.6% |
| 3M | +2.7% | -3.0% | +5.7% | +6.7% |
| 6M | -10.5% | +2.2% | -12.7% | -13.8% |
| YTD | -45.4% | +10.6% | -56.0% | -53.3% |
| 1Y | -44.7% | +12.5% | -57.2% | -53.8% |
| 3Y | +45.7% | +61.4% | -15.7% | -26.4% |
| All | +45.7% | +60.2% | -14.5% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling