+29.0%
VRSN vs PEGA
-47.9%
+77.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -2.8% |
| 7D | -2.1% | -2.4% | +0.3% | -1.8% |
| 30D | -3.9% | +9.6% | -13.5% | -5.2% |
| 3M | -0.1% | +2.3% | -2.5% | -0.9% |
| 6M | +16.4% | -23.9% | +40.3% | +19.7% |
| YTD | +17.2% | -39.8% | +57.0% | +23.8% |
| 1Y | +1.0% | -37.4% | +38.4% | +5.6% |
| 3Y | +39.1% | +53.1% | -14.0% | +20.8% |
| 5Y | +29.0% | -47.2% | +76.2% | +39.5% |
| All | +29.0% | -47.9% | +77.0% | +39.5% |
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