+373.0%
VSH vs PEGA
+1,005.9%
-632.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.2% |
| 7D | -1.6% | -8.2% | +6.6% | -0.2% |
| 30D | -21.3% | -11.6% | -9.7% | -19.8% |
| 3M | -18.9% | -4.2% | -14.8% | -19.0% |
| 6M | -21.4% | -12.0% | -9.5% | -21.4% |
| YTD | +86.8% | -46.9% | +133.7% | +101.2% |
| 1Y | +85.8% | -47.0% | +132.7% | +100.0% |
| 3Y | +30.1% | +40.9% | -10.7% | +13.8% |
| 5Y | +42.8% | -45.4% | +88.2% | +42.1% |
| 10Y | +121.2% | +95.9% | +25.3% | +78.5% |
| All | +373.0% | +1,005.9% | -632.9% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling