-13.8%
VEEV vs PEGA
-47.2%
+33.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | -8.2% | -5.3% | -2.9% | -6.6% |
| 30D | +10.3% | +8.3% | +2.0% | +7.8% |
| 3M | +59.4% | +8.9% | +50.4% | +54.7% |
| 6M | +37.6% | -19.7% | +57.3% | +45.8% |
| YTD | +16.9% | -39.9% | +56.8% | +33.4% |
| 1Y | -5.0% | -36.4% | +31.4% | +6.0% |
| 3Y | +18.5% | +52.8% | -34.3% | -8.0% |
| 5Y | -13.8% | -45.7% | +31.8% | +4.8% |
| All | -13.8% | -47.2% | +33.3% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling