+34.0%
VSH vs PEGA
+55.9%
-21.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.5% |
| 7D | +4.1% | +3.3% | +0.8% | +3.7% |
| 30D | -4.2% | +17.7% | -21.9% | -6.2% |
| 3M | -50.0% | +5.8% | -55.8% | -50.4% |
| 6M | +80.2% | -20.3% | +100.4% | +87.2% |
| YTD | +121.1% | -37.1% | +158.2% | +140.8% |
| 1Y | +112.0% | -30.2% | +142.2% | +123.3% |
| All | +34.0% | +55.9% | -21.9% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling