+0.4%
VSAT vs PEGA
+170.9%
-170.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -6.3% |
| 7D | +3.5% | -6.1% | +9.6% | +5.5% |
| 30D | -14.7% | +6.4% | -21.1% | -16.8% |
| 3M | +13.2% | +2.9% | +10.3% | +9.6% |
| 6M | +57.4% | -23.8% | +81.2% | +67.1% |
| YTD | +110.0% | -41.1% | +151.0% | +140.3% |
| 1Y | +134.4% | -38.2% | +172.6% | +162.6% |
| 3Y | +203.5% | +49.8% | +153.7% | +135.1% |
| 5Y | +47.1% | -48.0% | +95.2% | +55.7% |
| 10Y | +0.4% | +173.1% | -172.8% | -43.7% |
| All | +0.4% | +170.9% | -170.5% | -43.7% |
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 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