+52.7%
VMC vs PEGA
-47.9%
+100.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -1.0% |
| 7D | -0.5% | -2.4% | +1.9% | -0.2% |
| 30D | -9.1% | +9.6% | -18.7% | -10.4% |
| 3M | -4.1% | +2.3% | -6.5% | -5.0% |
| 6M | -5.5% | -23.9% | +18.4% | -2.5% |
| YTD | -8.9% | -39.8% | +30.8% | -3.2% |
| 1Y | -12.9% | -37.4% | +24.5% | -8.4% |
| 3Y | +22.1% | +53.1% | -31.0% | +5.9% |
| 5Y | +52.7% | -47.2% | +100.0% | +66.7% |
| All | +52.7% | -47.9% | +100.7% | +66.7% |
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