+720.2%
VEEV vs PEGA
+248.5%
+471.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | -8.6% | +6.8% | +1.5% |
| 30D | +3.0% | -10.1% | +13.1% | +7.0% |
| 3M | +28.8% | -4.7% | +33.6% | +30.8% |
| 6M | +91.3% | -8.0% | +99.2% | +96.0% |
| YTD | +36.5% | -47.1% | +83.7% | +69.5% |
| 1Y | +1.9% | -47.5% | +49.4% | +26.3% |
| 3Y | +84.6% | +40.2% | +44.4% | +37.6% |
| 5Y | -2.6% | -45.7% | +43.1% | +4.1% |
| 10Y | +669.4% | +85.1% | +584.4% | +399.9% |
| All | +720.2% | +248.5% | +471.7% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling