-68.8%
VFC vs PEGA
+175.4%
-244.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -0.7% |
| 7D | +0.8% | -2.4% | +3.2% | +1.5% |
| 30D | -11.9% | +9.6% | -21.6% | -14.5% |
| 3M | -20.2% | +2.3% | -22.5% | -21.7% |
| 6M | -23.0% | -23.9% | +0.9% | -18.2% |
| YTD | -26.2% | -39.8% | +13.5% | -16.9% |
| 1Y | -13.3% | -37.4% | +24.1% | -4.1% |
| 3Y | -25.5% | +53.1% | -78.6% | -40.9% |
| 5Y | -78.1% | -47.2% | -30.9% | -76.9% |
| 10Y | -68.8% | +174.3% | -243.1% | -78.1% |
| All | -68.8% | +175.4% | -244.2% | -78.1% |
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 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