+2,545.5%
VRT vs PEGA
+25.6%
+2,519.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.5% | -8.9% |
| 7D | +2.4% | -6.1% | +8.5% | +4.5% |
| 30D | -2.7% | +6.4% | -9.1% | -5.1% |
| 3M | -9.2% | +2.9% | -12.1% | -12.3% |
| 6M | -0.5% | -23.8% | +23.3% | +5.2% |
| YTD | +62.3% | -41.1% | +103.4% | +84.6% |
| 1Y | +109.6% | -38.2% | +147.8% | +131.8% |
| 3Y | +573.1% | +49.8% | +523.2% | +386.4% |
| 5Y | +953.6% | -48.0% | +1,001.7% | +1,034.1% |
| All | +2,545.5% | +25.6% | +2,519.9% | +2,015.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling