+127.0%
VMC vs PEGA
+94.9%
+32.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.5% | -1.9% |
| 7D | -1.7% | -4.6% | +2.9% | -0.9% |
| 30D | +15.3% | -6.8% | +22.1% | +16.6% |
| 3M | +0.3% | +2.6% | -2.3% | -0.7% |
| 6M | +0.9% | -5.4% | +6.2% | +0.7% |
| YTD | -1.0% | -46.0% | +45.0% | +9.3% |
| 1Y | -4.3% | -45.6% | +41.3% | +5.3% |
| 3Y | +35.3% | +43.2% | -7.8% | +12.3% |
| 5Y | +44.4% | -45.3% | +89.7% | +48.9% |
| All | +127.0% | +94.9% | +32.0% | +49.3% |
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 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