+112.2%
VSH vs PEGA
-38.8%
+151.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.3% |
| 7D | +3.5% | -6.1% | +9.7% | +2.4% |
| 30D | -4.4% | +6.4% | -10.8% | -3.1% |
| 3M | -45.8% | +2.9% | -48.7% | -43.9% |
| 6M | +90.1% | -23.8% | +114.0% | +93.2% |
| YTD | +120.3% | -41.1% | +161.4% | +133.6% |
| 1Y | +112.2% | -38.2% | +150.5% | +119.1% |
| All | +112.2% | -38.8% | +151.1% | +119.1% |
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