+208.0%
VSXY vs PEGA
-44.4%
+252.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.3% | +8.4% |
| 7D | +14.2% | -2.9% | +17.1% | +14.5% |
| 30D | +21.9% | -0.5% | +22.3% | +21.8% |
| 3M | +22.1% | +8.5% | +13.6% | +20.3% |
| 6M | +116.7% | -6.3% | +123.0% | +116.2% |
| YTD | +101.1% | -42.2% | +143.3% | +146.5% |
| 1Y | +208.0% | -43.4% | +251.5% | +279.9% |
| All | +208.0% | -44.4% | +252.5% | +279.9% |
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