+50.2%
PEGA vs VLTO
+54.8%
-4.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.7% |
| 7D | -4.5% | +5.4% | -9.9% | -7.2% |
| 30D | -5.7% | +22.3% | -28.0% | -15.9% |
| 3M | +2.7% | +19.6% | -17.0% | -7.2% |
| 6M | -10.5% | +35.2% | -45.7% | -24.3% |
| YTD | -45.4% | +17.9% | -63.3% | -50.5% |
| 1Y | -44.7% | +19.5% | -64.3% | -50.3% |
| 3Y | +45.7% | +73.9% | -28.3% | +12.3% |
| All | +50.2% | +54.8% | -4.6% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling