+5,807.5%
VRSN vs PEGA
+571.3%
+5,236.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.2% | -8.6% | +7.4% | +0.4% |
| 30D | +3.8% | -10.1% | +13.8% | +5.6% |
| 3M | +9.5% | -4.7% | +14.3% | +10.1% |
| 6M | +10.3% | -8.0% | +18.2% | +10.9% |
| YTD | +30.5% | -47.1% | +77.6% | +43.4% |
| 1Y | +27.9% | -47.5% | +75.3% | +40.5% |
| 3Y | +54.3% | +40.2% | +14.0% | +34.7% |
| 5Y | +37.2% | -45.7% | +82.9% | +36.6% |
| 10Y | +293.1% | +85.1% | +208.0% | +210.1% |
| All | +5,807.5% | +571.3% | +5,236.1% | +2,177.2% |
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