+1,164.9%
VST vs PEGA
+97.3%
+1,067.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -12.4% | -4.1% | -8.2% | -12.0% |
| 3M | -9.0% | -2.8% | -6.2% | -9.3% |
| 6M | -6.4% | -0.4% | -6.0% | -8.6% |
| YTD | -17.2% | -45.4% | +28.2% | -7.9% |
| 1Y | -22.0% | -42.6% | +20.6% | -14.5% |
| 3Y | +296.7% | +45.4% | +251.3% | +237.5% |
| 5Y | +637.6% | -44.6% | +682.2% | +669.8% |
| All | +1,164.9% | +97.3% | +1,067.5% | +817.2% |
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 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