+123.4%
VRT vs PEGA
-30.0%
+153.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.1% |
| 7D | +9.1% | +3.3% | +5.8% | +9.9% |
| 30D | +0.9% | +17.7% | -16.8% | +5.0% |
| 3M | -13.4% | +5.8% | -19.2% | -9.5% |
| 6M | +11.7% | -20.3% | +31.9% | +12.4% |
| YTD | +73.2% | -37.1% | +110.4% | +82.7% |
| 1Y | +123.4% | -30.2% | +153.6% | +141.6% |
| All | +123.4% | -30.0% | +153.4% | +141.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling