+1,222.1%
PEGA vs VO
+833.6%
+388.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.8% |
| 7D | -8.6% | +0.2% | -8.9% | -9.1% |
| 30D | -10.1% | +2.0% | -12.1% | -12.2% |
| 3M | -4.7% | -0.3% | -4.5% | -4.8% |
| 6M | -8.0% | +7.3% | -15.3% | -15.1% |
| YTD | -47.1% | +15.0% | -62.1% | -54.8% |
| 1Y | -47.5% | +14.7% | -62.2% | -54.9% |
| 3Y | +40.2% | +67.3% | -27.0% | -17.7% |
| 5Y | -45.7% | +38.8% | -84.6% | -59.9% |
| 10Y | +85.1% | +201.6% | -116.5% | -34.6% |
| All | +1,222.1% | +833.6% | +388.4% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling