+587.8%
VRSK vs PEGA
+334.4%
+253.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.8% |
| 7D | -5.4% | -6.1% | +0.7% | -4.4% |
| 30D | -1.8% | +6.4% | -8.2% | -2.8% |
| 3M | -2.2% | +2.9% | -5.1% | -3.0% |
| 6M | -14.9% | -23.8% | +8.9% | -11.7% |
| YTD | -20.0% | -41.1% | +21.1% | -14.0% |
| 1Y | -33.1% | -38.2% | +5.1% | -29.0% |
| 3Y | -25.6% | +49.8% | -75.5% | -35.1% |
| 5Y | -10.1% | -48.0% | +37.9% | -8.8% |
| 10Y | +128.4% | +173.1% | -44.7% | +81.1% |
| All | +587.8% | +334.4% | +253.4% | +393.3% |
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 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