-26.7%
VRSK vs PEGA
+52.0%
-78.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | -7.7% | -5.3% | -2.4% | -7.2% |
| 30D | -2.8% | +8.3% | -11.1% | -3.6% |
| 3M | -3.7% | +8.9% | -12.6% | -4.9% |
| 6M | -12.8% | -19.7% | +7.0% | -12.1% |
| YTD | -21.0% | -39.9% | +18.9% | -19.5% |
| 1Y | -32.5% | -36.4% | +3.9% | -31.4% |
| All | -26.7% | +52.0% | -78.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling