+1,238.2%
VST vs PEGA
+149.9%
+1,088.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.5% |
| 7D | +9.9% | -2.4% | +12.3% | +10.4% |
| 30D | +7.9% | +9.6% | -1.7% | +5.5% |
| 3M | +3.4% | +2.3% | +1.1% | +1.5% |
| 6M | -4.1% | -23.9% | +19.8% | +0.4% |
| YTD | -5.7% | -39.8% | +34.1% | +3.4% |
| 1Y | -18.9% | -37.4% | +18.5% | -12.6% |
| 3Y | +359.1% | +53.1% | +305.9% | +289.4% |
| 5Y | +766.9% | -47.2% | +814.1% | +831.1% |
| All | +1,238.2% | +149.9% | +1,088.3% | +837.5% |
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