+640.3%
VEEV vs PEGA
+314.4%
+325.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -0.6% | +3.3% | -3.9% | -1.8% |
| 30D | +28.8% | +17.7% | +11.1% | +21.3% |
| 3M | +54.0% | +5.8% | +48.2% | +50.1% |
| 6M | +46.0% | -20.3% | +66.2% | +57.6% |
| YTD | +23.2% | -37.1% | +60.4% | +43.8% |
| 1Y | +1.9% | -30.2% | +32.1% | +13.1% |
| 3Y | +27.0% | +48.1% | -21.1% | -6.5% |
| 5Y | -13.4% | -46.8% | +33.4% | -4.7% |
| 10Y | +575.2% | +191.3% | +383.9% | +275.0% |
| All | +640.3% | +314.4% | +325.9% | +266.4% |
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