-16.0%
VSAT vs PEGA
+97.3%
-113.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.2% | -5.3% |
| 7D | +5.9% | +0.1% | +5.8% | +5.6% |
| 30D | +9.7% | -4.1% | +13.8% | +10.4% |
| 3M | -18.3% | -2.8% | -15.5% | -18.6% |
| 6M | -4.1% | -0.4% | -3.6% | -7.6% |
| YTD | +96.5% | -45.4% | +141.9% | +128.2% |
| 1Y | +89.3% | -42.6% | +131.9% | +116.3% |
| 3Y | +270.1% | +45.4% | +224.6% | +185.6% |
| 5Y | +26.4% | -44.6% | +71.0% | +28.5% |
| All | -16.0% | +97.3% | -113.3% | -48.4% |
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 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