+112.0%
VSH vs PEGA
-30.0%
+142.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.3% |
| 7D | +4.1% | +3.3% | +0.8% | +4.7% |
| 30D | -4.2% | +17.7% | -21.9% | -1.2% |
| 3M | -50.0% | +5.8% | -55.8% | -47.7% |
| 6M | +80.2% | -20.3% | +100.4% | +84.8% |
| YTD | +121.1% | -37.1% | +158.2% | +136.6% |
| 1Y | +112.0% | -30.2% | +142.2% | +117.0% |
| All | +112.0% | -30.0% | +142.0% | +117.0% |
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