+13.8%
VRT vs PEGA
-44.4%
+58.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -15.4% | -2.9% | -12.5% | -16.0% |
| 30D | -19.0% | -0.5% | -18.5% | -18.8% |
| 3M | -23.8% | +8.5% | -32.3% | -21.5% |
| 6M | -37.9% | -6.3% | -31.6% | -36.1% |
| YTD | +27.0% | -42.2% | +69.2% | +38.1% |
| 1Y | +13.8% | -43.4% | +57.2% | +27.5% |
| All | +13.8% | -44.4% | +58.2% | +27.5% |
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 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