+1,431.0%
VICR vs PEGA
+180.6%
+1,250.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.1% | -4.0% |
| 7D | -0.4% | -5.3% | +4.9% | +1.8% |
| 30D | -15.6% | +8.3% | -23.9% | -19.2% |
| 3M | -35.4% | +8.9% | -44.3% | -40.3% |
| 6M | +1.3% | -19.7% | +21.0% | +4.8% |
| YTD | +62.5% | -39.9% | +102.4% | +88.7% |
| 1Y | +255.5% | -36.4% | +291.8% | +306.0% |
| 3Y | +182.0% | +52.8% | +129.2% | +86.3% |
| 5Y | +42.9% | -45.7% | +88.6% | +59.1% |
| All | +1,431.0% | +180.6% | +1,250.4% | +663.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling