-13.3%
VFC vs PEGA
-35.6%
+22.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.4% |
| 7D | +0.8% | -2.4% | +3.2% | +1.1% |
| 30D | -11.9% | +9.6% | -21.6% | -13.0% |
| 3M | -20.2% | +2.3% | -22.5% | -20.5% |
| 6M | -23.0% | -23.9% | +0.9% | -20.0% |
| YTD | -26.2% | -39.8% | +13.5% | -18.6% |
| 1Y | -13.3% | -37.4% | +24.1% | -6.5% |
| All | -13.3% | -35.6% | +22.3% | -6.5% |
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