+46.2%
PEGA vs VLTO
+56.3%
-10.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -8.2% | +1.6% | -9.8% | -9.0% |
| 30D | -11.6% | +22.0% | -33.5% | -21.0% |
| 3M | -4.2% | +21.9% | -26.0% | -14.3% |
| 6M | -12.0% | +36.5% | -48.5% | -25.9% |
| YTD | -46.9% | +19.0% | -65.9% | -52.0% |
| 1Y | -47.0% | +21.0% | -68.0% | -52.7% |
| 3Y | +40.9% | +69.9% | -29.0% | +9.2% |
| All | +46.2% | +56.3% | -10.1% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling