+1,321.1%
VSAT vs PEGA
+345.7%
+975.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.5% | +11.2% | +8.3% |
| 7D | -17.0% | -4.5% | -12.5% | -16.4% |
| 30D | -9.8% | -5.7% | -4.1% | -9.1% |
| 3M | -22.0% | +2.7% | -24.7% | -22.8% |
| 6M | -5.0% | -10.5% | +5.5% | -4.9% |
| YTD | +85.6% | -45.4% | +131.0% | +100.0% |
| 1Y | +80.2% | -44.7% | +124.9% | +94.0% |
| 3Y | +250.0% | +45.7% | +204.4% | +215.5% |
| 5Y | -4.6% | -45.3% | +40.7% | -3.0% |
| 10Y | -7.2% | +102.6% | -109.8% | -22.4% |
| All | +1,321.1% | +345.7% | +975.5% | +682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling