+5,393.5%
VRSN vs PEGA
+698.3%
+4,695.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | +0.1% | +3.3% | -3.2% | -0.5% |
| 30D | -0.2% | +17.7% | -17.9% | -3.1% |
| 3M | -0.3% | +5.8% | -6.1% | -1.8% |
| 6M | +23.0% | -20.3% | +43.2% | +26.7% |
| YTD | +21.3% | -37.1% | +58.5% | +29.6% |
| 1Y | +6.7% | -30.2% | +36.9% | +11.1% |
| 3Y | +45.0% | +48.1% | -3.1% | +25.4% |
| 5Y | +35.0% | -46.8% | +81.8% | +35.3% |
| 10Y | +276.3% | +191.3% | +85.0% | +174.2% |
| All | +5,393.5% | +698.3% | +4,695.2% | +1,957.2% |
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