+125.7%
VMC vs PEGA
+97.3%
+28.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +15.5% | -4.1% | +19.6% | +16.2% |
| 3M | +0.6% | -2.8% | +3.4% | +0.7% |
| 6M | +2.1% | -0.4% | +2.5% | +0.9% |
| YTD | -1.6% | -45.4% | +43.8% | +8.4% |
| 1Y | -1.2% | -42.6% | +41.4% | +7.6% |
| 3Y | +35.3% | +45.4% | -10.1% | +12.0% |
| 5Y | +43.6% | -44.6% | +88.2% | +47.7% |
| All | +125.7% | +97.3% | +28.4% | +48.2% |
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