-43.3%
PEGA vs VT
+53.2%
-96.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +3.3% |
| 7D | -1.6% | -4.2% | +2.6% | +4.1% |
| 30D | -3.0% | -5.8% | +2.8% | +5.0% |
| 3M | +5.8% | -5.2% | +11.0% | +13.3% |
| 6M | -8.8% | +0.1% | -9.0% | -10.9% |
| YTD | -43.5% | +8.2% | -51.8% | -51.2% |
| 1Y | -43.4% | +10.1% | -53.5% | -52.4% |
| 3Y | +48.6% | +69.7% | -21.1% | -35.2% |
| 5Y | -43.3% | +53.4% | -96.7% | -68.6% |
| All | -43.3% | +53.2% | -96.5% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling