+876.2%
VICR vs PEGA
+1,209.2%
-333.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.7% |
| 7D | +0.4% | +3.3% | -2.9% | -0.2% |
| 30D | -13.9% | +17.7% | -31.7% | -17.1% |
| 3M | -38.4% | +5.8% | -44.2% | -40.2% |
| 6M | -7.2% | -20.3% | +13.0% | -5.7% |
| YTD | +72.0% | -37.1% | +109.2% | +82.1% |
| 1Y | +263.3% | -30.2% | +293.5% | +278.5% |
| 3Y | +173.3% | +48.1% | +125.2% | +138.2% |
| 5Y | +47.3% | -46.8% | +94.1% | +52.7% |
| 10Y | +1,495.2% | +191.3% | +1,303.9% | +1,145.2% |
| All | +876.2% | +1,209.2% | -333.0% | +349.3% |
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