+46.4%
VMC vs PEGA
-47.0%
+93.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.9% |
| 7D | +0.1% | -10.0% | +10.1% | +1.6% |
| 30D | +18.3% | -12.7% | +31.0% | +20.5% |
| 3M | +1.9% | -4.6% | +6.4% | +2.2% |
| 6M | +2.4% | -13.1% | +15.5% | +3.6% |
| YTD | +2.1% | -47.6% | +49.6% | +10.3% |
| 1Y | +1.5% | -47.0% | +48.5% | +9.4% |
| 3Y | +41.5% | +42.0% | -0.6% | +23.6% |
| 5Y | +46.4% | -47.8% | +94.2% | +55.4% |
| All | +46.4% | -47.0% | +93.4% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling