+18.9%
VSXY vs PEGA
-48.2%
+67.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -2.9% |
| 7D | -10.7% | -6.1% | -4.6% | -9.2% |
| 30D | -24.3% | +6.4% | -30.6% | -25.8% |
| 3M | +1.0% | +2.9% | -1.9% | -1.1% |
| 6M | +57.4% | -23.8% | +81.2% | +67.0% |
| YTD | +39.8% | -41.1% | +80.8% | +59.0% |
| 1Y | +196.5% | -38.2% | +234.7% | +230.3% |
| 3Y | +357.2% | +49.8% | +307.4% | +262.3% |
| 5Y | +18.9% | -48.0% | +66.9% | +40.3% |
| All | +18.9% | -48.2% | +67.1% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling