+589.3%
VFC vs PEGA
+1,036.4%
-447.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.5% |
| 7D | +11.2% | -4.5% | +15.7% | +11.7% |
| 30D | +41.5% | -5.7% | +47.2% | +42.3% |
| 3M | +38.9% | +2.7% | +36.3% | +38.3% |
| 6M | +6.1% | -10.5% | +16.7% | +6.7% |
| YTD | +14.5% | -45.4% | +60.0% | +20.4% |
| 1Y | +46.0% | -44.7% | +90.7% | +53.2% |
| 3Y | +36.4% | +45.7% | -9.3% | +28.6% |
| 5Y | -67.5% | -45.3% | -22.3% | -67.2% |
| 10Y | -45.8% | +102.6% | -148.4% | -50.7% |
| All | +589.3% | +1,036.4% | -447.1% | +417.8% |
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