+92.5%
PEGA vs VT
+221.8%
-129.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.6% |
| 7D | +0.1% | +2.4% | -2.3% | -3.2% |
| 30D | -4.1% | -1.5% | -2.6% | -2.8% |
| 3M | -2.8% | -4.1% | +1.3% | +1.8% |
| 6M | -0.4% | +0.6% | -1.0% | -2.9% |
| YTD | -45.4% | +11.0% | -56.4% | -53.8% |
| 1Y | -42.6% | +13.3% | -56.0% | -52.7% |
| 3Y | +45.4% | +73.4% | -28.0% | -31.5% |
| 5Y | -44.6% | +57.4% | -102.0% | -69.5% |
| All | +92.5% | +221.8% | -129.3% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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