+31.2%
VCIT vs PEGA
+97.3%
-66.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.6% | -4.1% | +4.7% | +0.7% |
| 3M | -2.2% | -2.8% | +0.6% | -2.2% |
| 6M | -2.3% | -0.4% | -1.9% | -2.5% |
| YTD | -2.2% | -45.4% | +43.2% | -0.8% |
| 1Y | -1.4% | -42.6% | +41.3% | -0.2% |
| 3Y | +18.7% | +45.4% | -26.7% | +15.6% |
| 5Y | +3.6% | -44.6% | +48.2% | +2.3% |
| All | +31.2% | +97.3% | -66.1% | +29.7% |
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