+63.4%
VSH vs PEGA
-44.4%
+107.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -13.6% | -2.9% | -10.8% | -14.2% |
| 30D | -30.4% | -0.5% | -29.9% | -30.3% |
| 3M | -33.3% | +8.5% | -41.8% | -31.6% |
| 6M | -15.1% | -6.3% | -8.8% | -12.0% |
| YTD | +80.2% | -42.2% | +122.4% | +90.6% |
| 1Y | +63.4% | -43.4% | +106.8% | +81.1% |
| All | +63.4% | -44.4% | +107.8% | +81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling