+95.9%
PEGA vs VT
+217.6%
-121.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.9% |
| 7D | -8.2% | -0.1% | -8.1% | -8.4% |
| 30D | -11.6% | -3.1% | -8.5% | -8.4% |
| 3M | -4.2% | -3.5% | -0.7% | -0.4% |
| 6M | -12.0% | +0.5% | -12.4% | -14.0% |
| YTD | -46.9% | +10.8% | -57.7% | -54.9% |
| 1Y | -47.0% | +11.9% | -58.9% | -55.5% |
| 3Y | +40.9% | +73.0% | -32.1% | -33.3% |
| 5Y | -45.4% | +58.6% | -104.0% | -70.2% |
| 10Y | +95.9% | +219.2% | -123.3% | -53.9% |
| All | +95.9% | +217.6% | -121.7% | -53.9% |
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