+52.8%
VRSN vs PEGA
+44.0%
+8.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | -0.9% | -8.2% | +7.3% | -0.1% |
| 30D | +2.4% | -11.6% | +14.0% | +3.5% |
| 3M | +6.4% | -4.2% | +10.5% | +6.7% |
| 6M | +8.6% | -12.0% | +20.5% | +9.1% |
| YTD | +29.3% | -46.9% | +76.2% | +34.1% |
| 1Y | +27.2% | -47.0% | +74.2% | +31.9% |
| 3Y | +52.8% | +40.9% | +12.0% | +45.0% |
| All | +52.8% | +44.0% | +8.8% | +45.0% |
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