+24.6%
VMC vs PEGA
+55.9%
-31.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -4.3% | +3.3% | -7.6% | -4.7% |
| 30D | -8.2% | +17.7% | -26.0% | -9.9% |
| 3M | -7.0% | +5.8% | -12.8% | -7.9% |
| 6M | -10.8% | -20.3% | +9.5% | -9.1% |
| YTD | -7.4% | -37.1% | +29.8% | -3.6% |
| 1Y | -9.5% | -30.2% | +20.7% | -7.3% |
| All | +24.6% | +55.9% | -31.3% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling