+6.1%
VFC vs PEGA
-12.0%
+18.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.4% |
| 7D | +11.2% | -4.5% | +15.7% | +11.5% |
| 30D | +41.5% | -5.7% | +47.2% | +41.8% |
| 3M | +38.9% | +2.7% | +36.3% | +38.5% |
| 6M | +6.1% | -10.5% | +16.7% | +5.0% |
| All | +6.1% | -12.0% | +18.2% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling