+124.0%
VRSK vs PEGA
+184.6%
-60.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -5.2% | -3.0% | -2.2% | -4.6% |
| 30D | -2.3% | +15.9% | -18.2% | -5.2% |
| 3M | -2.9% | +10.8% | -13.8% | -5.3% |
| 6M | -12.8% | -16.5% | +3.7% | -10.4% |
| YTD | -20.8% | -39.0% | +18.2% | -14.2% |
| 1Y | -33.2% | -37.3% | +4.1% | -28.4% |
| 3Y | -26.6% | +59.2% | -85.7% | -40.2% |
| 5Y | -11.3% | -44.9% | +33.5% | -5.7% |
| All | +124.0% | +184.6% | -60.7% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling