+134.9%
VSXY vs PEGA
-4.0%
+139.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.6% |
| 30D | +20.1% | -4.1% | +24.3% | +19.7% |
| 3M | +16.6% | -2.8% | +19.4% | +16.4% |
| 6M | +134.9% | -0.4% | +135.4% | +125.9% |
| All | +134.9% | -4.0% | +139.0% | +125.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling