+352.4%
VFC vs PEGA
+1,209.2%
-856.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.5% |
| 7D | -1.6% | +3.3% | -4.9% | -1.9% |
| 30D | -11.6% | +17.7% | -29.4% | -13.2% |
| 3M | -18.1% | +5.8% | -23.9% | -18.9% |
| 6M | -27.4% | -20.3% | -7.1% | -26.1% |
| YTD | -24.8% | -37.1% | +12.3% | -22.0% |
| 1Y | -8.2% | -30.2% | +22.0% | -5.9% |
| 3Y | -29.1% | +48.1% | -77.2% | -33.3% |
| 5Y | -79.2% | -46.8% | -32.4% | -78.9% |
| 10Y | -68.1% | +191.3% | -259.4% | -71.8% |
| All | +352.4% | +1,209.2% | -856.8% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling