+116.6%
VSH vs PEGA
+99.2%
+17.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.9% | +17.4% | +14.5% |
| 7D | +3.5% | -10.0% | +13.5% | +6.3% |
| 30D | -22.4% | -12.7% | -9.7% | -19.9% |
| 3M | -25.2% | -4.6% | -20.6% | -25.4% |
| 6M | -22.5% | -13.1% | -9.4% | -22.3% |
| YTD | +84.2% | -47.6% | +131.8% | +111.1% |
| 1Y | +87.1% | -47.0% | +134.1% | +113.4% |
| 3Y | +31.7% | +42.0% | -10.3% | -3.4% |
| 5Y | +42.6% | -47.8% | +90.4% | +52.7% |
| 10Y | +116.6% | +92.0% | +24.6% | +28.7% |
| All | +116.6% | +99.2% | +17.4% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling