+1,472.1%
PEGA vs VO
+827.2%
+644.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.7% |
| 7D | +3.3% | -0.3% | +3.6% | +3.6% |
| 30D | +17.7% | -0.3% | +18.1% | +18.1% |
| 3M | +5.8% | +2.9% | +2.9% | +2.4% |
| 6M | -20.3% | +9.3% | -29.6% | -27.9% |
| YTD | -37.1% | +14.2% | -51.3% | -45.7% |
| 1Y | -30.2% | +15.3% | -45.5% | -40.2% |
| 3Y | +48.1% | +56.2% | -8.1% | -6.2% |
| 5Y | -46.8% | +42.4% | -89.2% | -61.5% |
| 10Y | +191.3% | +194.7% | -3.4% | +5.7% |
| All | +1,472.1% | +827.2% | +644.9% | +109.1% |
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