+1,573.8%
VSAT vs PEGA
+413.4%
+1,160.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.2% |
| 7D | +11.8% | +3.3% | +8.5% | +11.2% |
| 30D | -7.0% | +17.7% | -24.8% | -9.7% |
| 3M | +3.3% | +5.8% | -2.5% | +1.2% |
| 6M | +57.4% | -20.3% | +77.7% | +60.9% |
| YTD | +118.6% | -37.1% | +155.7% | +131.0% |
| 1Y | +150.2% | -30.2% | +180.4% | +159.6% |
| 3Y | +160.7% | +48.1% | +112.6% | +135.1% |
| 5Y | +51.2% | -46.8% | +98.0% | +54.5% |
| 10Y | -0.7% | +191.3% | -192.0% | -21.0% |
| All | +1,573.8% | +413.4% | +1,160.4% | +803.7% |
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 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