-44.8%
PEGA vs VLTO
+18.3%
-63.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -3.9% | -3.7% |
| 7D | -4.5% | +5.4% | -9.9% | -7.0% |
| 30D | -5.7% | +22.3% | -28.0% | -15.1% |
| 3M | +2.6% | +19.6% | -17.0% | -6.7% |
| 6M | -10.6% | +35.2% | -45.7% | -22.5% |
| YTD | -45.5% | +17.9% | -63.3% | -50.7% |
| 1Y | -44.8% | +19.5% | -64.3% | -50.2% |
| All | -44.8% | +18.3% | -63.0% | -50.2% |
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