+2,723.0%
VRT vs PEGA
+34.0%
+2,689.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.7% |
| 7D | +9.1% | +3.3% | +5.8% | +8.0% |
| 30D | +0.9% | +17.7% | -16.8% | -4.7% |
| 3M | -13.4% | +5.8% | -19.2% | -16.9% |
| 6M | +11.7% | -20.3% | +31.9% | +16.5% |
| YTD | +73.2% | -37.1% | +110.4% | +93.1% |
| 1Y | +123.4% | -30.2% | +153.6% | +136.2% |
| 3Y | +606.2% | +48.1% | +558.1% | +417.0% |
| 5Y | +899.9% | -46.8% | +946.7% | +974.5% |
| All | +2,723.0% | +34.0% | +2,689.1% | +2,112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling