-42.6%
PEGA vs VLTO
+21.9%
-64.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.4% |
| 30D | -4.1% | +17.5% | -21.6% | -11.9% |
| 3M | -2.8% | +21.4% | -24.2% | -12.4% |
| 6M | -0.4% | +38.1% | -38.6% | -14.8% |
| YTD | -45.4% | +19.0% | -64.4% | -50.8% |
| 1Y | -42.6% | +20.7% | -63.3% | -48.4% |
| All | -42.6% | +21.9% | -64.5% | -48.4% |
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