+96.3%
VCIT vs PEGA
+356.9%
-260.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +0.5% | -1.6% | +2.0% | +0.5% |
| 30D | +2.1% | -3.0% | +5.1% | +2.1% |
| 3M | -1.6% | +5.8% | -7.4% | -1.7% |
| 6M | -1.6% | -8.8% | +7.2% | -1.5% |
| YTD | -1.5% | -43.5% | +42.0% | -1.0% |
| 1Y | -0.4% | -43.4% | +43.0% | +0.2% |
| 3Y | +19.6% | +48.6% | -29.0% | +18.4% |
| 5Y | +3.3% | -43.3% | +46.6% | +2.2% |
| 10Y | +28.9% | +109.7% | -80.8% | +29.1% |
| All | +96.3% | +356.9% | -260.6% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling