+1,024.4%
VRT vs PEGA
-47.9%
+1,072.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.2% | +7.8% | +4.8% |
| 7D | +13.6% | -2.4% | +16.0% | +14.3% |
| 30D | +6.8% | +9.6% | -2.9% | +3.5% |
| 3M | -3.2% | +2.3% | -5.6% | -5.8% |
| 6M | +20.3% | -23.9% | +44.2% | +27.2% |
| YTD | +79.6% | -39.8% | +119.4% | +102.5% |
| 1Y | +139.0% | -37.4% | +176.4% | +163.2% |
| 3Y | +644.6% | +53.1% | +591.5% | +445.3% |
| 5Y | +1,024.4% | -47.2% | +1,071.6% | +1,108.2% |
| All | +1,024.4% | -47.9% | +1,072.3% | +1,108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling