-11.3%
VRSK vs PEGA
-45.8%
+34.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -7.7% | -5.3% | -2.4% | -7.0% |
| 30D | -2.8% | +8.3% | -11.1% | -3.9% |
| 3M | -3.7% | +8.9% | -12.6% | -5.1% |
| 6M | -12.8% | -19.7% | +7.0% | -11.1% |
| YTD | -21.0% | -39.9% | +18.9% | -17.1% |
| 1Y | -32.5% | -36.4% | +3.9% | -29.8% |
| 3Y | -26.5% | +52.8% | -79.3% | -34.4% |
| All | -11.3% | -45.8% | +34.5% | -6.4% |
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 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