-11.0%
VMC vs PEGA
-37.5%
+26.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -1.4% |
| 7D | -0.5% | -2.4% | +1.9% | -0.4% |
| 30D | -9.1% | +9.6% | -18.7% | -9.6% |
| 3M | -4.1% | +2.3% | -6.5% | -4.6% |
| 6M | -5.5% | -23.9% | +18.4% | -4.6% |
| YTD | -8.9% | -39.8% | +30.8% | -8.3% |
| All | -11.0% | -37.5% | +26.5% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling