+83.1%
VSH vs PEGA
-47.6%
+130.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.9% | +17.4% | +12.4% |
| 7D | +3.5% | -10.0% | +13.5% | +0.8% |
| 30D | -22.4% | -12.7% | -9.7% | -24.9% |
| 3M | -25.2% | -4.6% | -20.6% | -25.6% |
| 6M | -22.5% | -13.1% | -9.4% | -21.5% |
| YTD | +84.2% | -47.6% | +131.8% | +87.4% |
| All | +83.1% | -47.6% | +130.7% | +86.3% |
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