+3.4%
VEEV vs PEGA
-44.6%
+47.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +1.4% | -4.1% | +5.5% | +3.1% |
| 3M | +19.4% | -2.8% | +22.2% | +20.5% |
| 6M | +93.6% | -0.4% | +94.1% | +91.8% |
| YTD | +35.1% | -45.4% | +80.5% | +55.7% |
| 1Y | +3.4% | -42.6% | +46.0% | +18.9% |
| All | +3.4% | -44.6% | +47.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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