+5,751.6%
VRSN vs PEGA
+574.3%
+5,177.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -0.9% | -8.2% | +7.3% | +0.6% |
| 30D | +2.4% | -11.6% | +14.0% | +4.6% |
| 3M | +6.4% | -4.2% | +10.5% | +6.9% |
| 6M | +8.6% | -12.0% | +20.5% | +10.1% |
| YTD | +29.3% | -46.9% | +76.2% | +42.0% |
| 1Y | +27.2% | -47.0% | +74.2% | +39.5% |
| 3Y | +52.8% | +40.9% | +12.0% | +33.3% |
| 5Y | +36.7% | -45.4% | +82.1% | +36.0% |
| 10Y | +290.8% | +95.9% | +194.9% | +205.3% |
| All | +5,751.6% | +574.3% | +5,177.3% | +2,153.9% |
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