+152.5%
VMC vs PEGA
+170.9%
-18.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.8% |
| 7D | -5.3% | -6.1% | +0.8% | -4.2% |
| 30D | -12.3% | +6.4% | -18.7% | -13.4% |
| 3M | -10.3% | +2.9% | -13.2% | -11.4% |
| 6M | -8.6% | -23.8% | +15.3% | -4.7% |
| YTD | -11.9% | -41.1% | +29.2% | -4.1% |
| 1Y | -13.9% | -38.2% | +24.3% | -7.8% |
| 3Y | +18.2% | +49.8% | -31.7% | -2.2% |
| 5Y | +47.7% | -48.0% | +95.8% | +56.1% |
| 10Y | +152.5% | +173.1% | -20.7% | +48.6% |
| All | +152.5% | +170.9% | -18.4% | +48.6% |
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