+361.8%
VRT vs PEGA
+43.4%
+318.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.0% |
| 7D | -21.4% | -4.5% | -16.8% | -20.8% |
| 30D | -25.8% | -5.7% | -20.1% | -25.4% |
| 3M | -33.5% | +2.6% | -36.1% | -34.4% |
| 6M | -49.0% | -10.6% | -38.4% | -48.7% |
| YTD | +12.9% | -45.5% | +58.4% | +27.4% |
| 1Y | 0.0% | -44.8% | +44.8% | +12.5% |
| 3Y | +361.8% | +45.5% | +316.3% | +305.2% |
| All | +361.8% | +43.4% | +318.4% | +305.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling