+179.5%
VSH vs PEGA
+170.9%
+8.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.3% |
| 7D | +3.5% | -6.1% | +9.7% | +5.3% |
| 30D | -4.4% | +6.4% | -10.8% | -6.4% |
| 3M | -45.8% | +2.9% | -48.7% | -47.4% |
| 6M | +90.1% | -23.8% | +114.0% | +100.0% |
| YTD | +120.3% | -41.1% | +161.4% | +146.7% |
| 1Y | +112.2% | -38.2% | +150.5% | +132.3% |
| 3Y | +36.6% | +49.8% | -13.3% | +0.7% |
| 5Y | +67.0% | -48.0% | +115.0% | +85.5% |
| 10Y | +179.5% | +173.1% | +6.3% | +53.8% |
| All | +179.5% | +170.9% | +8.6% | +53.8% |
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