-45.6%
PEGA vs VLTO
+20.4%
-66.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.6% |
| 7D | -4.6% | +0.8% | -5.4% | -5.0% |
| 30D | -6.8% | +18.7% | -25.5% | -14.8% |
| 3M | +2.6% | +21.7% | -19.1% | -7.5% |
| 6M | -5.4% | +35.8% | -41.2% | -18.3% |
| YTD | -46.0% | +18.3% | -64.3% | -51.3% |
| 1Y | -45.6% | +20.9% | -66.5% | -51.0% |
| All | -45.6% | +20.4% | -66.0% | -51.0% |
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