-34.9%
VST vs PEGA
-44.4%
+9.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | 0.0% | -13.9% | -13.8% |
| 7D | -15.7% | -2.9% | -12.9% | -15.8% |
| 30D | -17.0% | -0.5% | -16.5% | -17.0% |
| 3M | -15.9% | +8.5% | -24.4% | -15.9% |
| 6M | -25.0% | -6.3% | -18.7% | -23.3% |
| YTD | -25.1% | -42.2% | +17.1% | -26.8% |
| 1Y | -34.9% | -43.4% | +8.6% | -36.4% |
| All | -34.9% | -44.4% | +9.6% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling