-24.4%
VFC vs PEGA
+55.9%
-80.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.6% |
| 7D | -1.6% | +3.3% | -4.9% | -2.4% |
| 30D | -11.6% | +17.7% | -29.4% | -15.2% |
| 3M | -18.1% | +5.8% | -23.9% | -19.9% |
| 6M | -27.4% | -20.3% | -7.1% | -24.1% |
| YTD | -24.8% | -37.1% | +12.3% | -16.8% |
| 1Y | -8.2% | -30.2% | +22.0% | -2.0% |
| All | -24.4% | +55.9% | -80.3% | -33.0% |
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