+2,010.2%
VRT vs PEGA
+15.0%
+1,995.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.9% |
| 7D | +18.6% | -4.6% | +23.2% | +20.1% |
| 30D | -11.7% | -6.8% | -4.8% | -10.3% |
| 3M | -27.3% | +2.6% | -29.8% | -29.0% |
| 6M | -42.9% | -5.4% | -37.5% | -44.2% |
| YTD | +29.5% | -46.0% | +75.5% | +49.6% |
| 1Y | +21.0% | -45.6% | +66.7% | +39.7% |
| 3Y | +403.1% | +43.2% | +360.0% | +263.2% |
| 5Y | +688.8% | -45.3% | +734.1% | +714.7% |
| All | +2,010.2% | +15.0% | +1,995.2% | +1,614.9% |
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 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