+55.6%
VFC vs PEGA
-44.4%
+100.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +21.5% | -2.9% | +24.3% | +21.8% |
| 30D | +46.7% | -0.5% | +47.2% | +46.6% |
| 3M | +38.4% | +8.5% | +29.9% | +37.0% |
| 6M | +15.2% | -6.3% | +21.5% | +15.8% |
| YTD | +17.8% | -42.2% | +60.0% | +28.6% |
| 1Y | +55.6% | -43.4% | +99.0% | +77.1% |
| All | +55.6% | -44.4% | +100.0% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling