+56.2%
VFC vs PEGA
+46.3%
+9.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +25.5% | -4.1% | +29.6% | +26.5% |
| 3M | +41.3% | -2.8% | +44.1% | +41.4% |
| 6M | +22.2% | -0.4% | +22.7% | +20.1% |
| YTD | +16.4% | -45.4% | +61.8% | +32.4% |
| 1Y | +38.4% | -42.6% | +81.0% | +55.0% |
| 3Y | +56.2% | +45.4% | +10.8% | +27.5% |
| All | +56.2% | +46.3% | +9.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling