+285.9%
VRSN vs PEGA
+180.6%
+105.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | -1.5% | -5.3% | +3.8% | -0.4% |
| 30D | +0.7% | +8.3% | -7.6% | -1.1% |
| 3M | +0.6% | +8.9% | -8.4% | -1.9% |
| 6M | +21.7% | -19.7% | +41.5% | +26.1% |
| YTD | +20.0% | -39.9% | +59.9% | +31.4% |
| 1Y | +3.2% | -36.4% | +39.6% | +10.6% |
| 3Y | +42.4% | +52.8% | -10.4% | +12.8% |
| 5Y | +33.0% | -45.7% | +78.6% | +41.7% |
| All | +285.9% | +180.6% | +105.3% | +151.1% |
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