+54.7%
VSAT vs PEGA
-47.9%
+102.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.2% | +7.4% | +4.3% |
| 7D | +17.3% | -2.4% | +19.7% | +18.0% |
| 30D | -3.3% | +9.6% | -12.9% | -6.1% |
| 3M | +18.7% | +2.3% | +16.4% | +16.0% |
| 6M | +77.6% | -23.9% | +101.4% | +87.9% |
| YTD | +125.6% | -39.8% | +165.4% | +153.4% |
| 1Y | +158.3% | -37.4% | +195.7% | +185.5% |
| 3Y | +226.1% | +53.1% | +173.0% | +166.0% |
| 5Y | +54.7% | -47.2% | +101.9% | +35.8% |
| All | +54.7% | -47.9% | +102.6% | +35.8% |
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