+443.5%
VRTX vs PEGA
+175.4%
+268.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.5% |
| 7D | -3.4% | -2.4% | -1.0% | -3.0% |
| 30D | +6.6% | +9.6% | -3.0% | +4.9% |
| 3M | +19.4% | +2.3% | +17.1% | +18.3% |
| 6M | +15.8% | -23.9% | +39.7% | +19.9% |
| YTD | +16.7% | -39.8% | +56.4% | +25.0% |
| 1Y | +33.8% | -37.4% | +71.2% | +41.7% |
| 3Y | +54.2% | +53.1% | +1.0% | +31.1% |
| 5Y | +176.4% | -47.2% | +223.6% | +201.6% |
| 10Y | +443.5% | +174.3% | +269.2% | +240.9% |
| All | +443.5% | +175.4% | +268.1% | +240.9% |
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