-46.1%
VFC vs PEGA
+99.2%
-145.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.7% |
| 7D | +7.7% | -10.0% | +17.7% | +10.9% |
| 30D | +39.2% | -12.7% | +51.9% | +44.3% |
| 3M | +40.3% | -4.6% | +44.9% | +41.0% |
| 6M | +11.4% | -13.1% | +24.5% | +13.5% |
| YTD | +17.5% | -47.6% | +65.1% | +37.3% |
| 1Y | +45.9% | -47.0% | +92.9% | +69.6% |
| 3Y | +47.3% | +42.0% | +5.3% | +18.0% |
| 5Y | -67.2% | -47.8% | -19.4% | -65.5% |
| 10Y | -46.1% | +92.0% | -138.1% | -58.3% |
| All | -46.1% | +99.2% | -145.3% | -58.3% |
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