-43.4%
PEGA vs VLTO
+18.3%
-61.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -2.9% | +13.8% | -16.7% | -9.1% |
| 30D | -0.5% | +21.2% | -21.7% | -10.0% |
| 3M | +8.5% | +21.5% | -13.0% | -2.0% |
| 6M | -6.3% | +33.0% | -39.3% | -18.3% |
| YTD | -42.2% | +17.8% | -60.0% | -47.7% |
| 1Y | -43.4% | +18.1% | -61.6% | -49.0% |
| All | -43.4% | +18.3% | -61.7% | -49.0% |
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