+28.9%
VCIT vs PEGA
+101.4%
-72.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | 0.0% |
| 7D | +0.1% | -4.5% | +4.6% | +0.2% |
| 30D | +1.9% | -5.7% | +7.6% | +2.1% |
| 3M | -1.4% | +2.6% | -4.0% | -1.6% |
| 6M | -2.1% | -10.6% | +8.5% | -2.0% |
| YTD | -1.6% | -45.5% | +43.9% | -0.3% |
| 1Y | -0.9% | -44.8% | +43.9% | +0.4% |
| 3Y | +20.0% | +45.5% | -25.6% | +16.8% |
| 5Y | +3.1% | -45.3% | +48.5% | +1.9% |
| All | +28.9% | +101.4% | -72.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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