-30.2%
PEGA vs VLTO
-8.3%
-21.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | +3.3% | -2.3% | +5.6% | +4.5% |
| 30D | +17.7% | -0.9% | +18.6% | +18.3% |
| 3M | +5.8% | +13.8% | -8.0% | +0.5% |
| 6M | -20.3% | +2.0% | -22.3% | -21.4% |
| YTD | -37.1% | -3.2% | -34.0% | -36.7% |
| 1Y | -30.2% | -9.2% | -21.0% | -27.2% |
| All | -30.2% | -8.3% | -21.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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