+459.7%
VSH vs PEGA
+1,209.2%
-749.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.6% |
| 7D | +4.1% | +3.3% | +0.8% | +3.5% |
| 30D | -4.2% | +17.7% | -21.9% | -7.1% |
| 3M | -50.0% | +5.8% | -55.8% | -51.2% |
| 6M | +80.2% | -20.3% | +100.4% | +83.8% |
| YTD | +121.1% | -37.1% | +158.2% | +132.5% |
| 1Y | +112.0% | -30.2% | +142.2% | +118.1% |
| 3Y | +22.5% | +48.1% | -25.6% | +6.8% |
| 5Y | +64.0% | -46.8% | +110.8% | +65.0% |
| 10Y | +170.4% | +191.3% | -20.9% | +105.3% |
| All | +459.7% | +1,209.2% | -749.6% | +151.2% |
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