-32.0%
VST vs PEGA
-45.2%
+13.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.5% | +14.0% | +10.3% |
| 7D | -9.8% | -4.5% | -5.3% | -10.0% |
| 30D | -25.1% | -5.7% | -19.5% | -25.4% |
| 3M | -11.6% | +2.6% | -14.2% | -11.8% |
| 6M | -20.9% | -10.6% | -10.3% | -19.5% |
| YTD | -22.3% | -45.5% | +23.2% | -24.1% |
| 1Y | -32.0% | -44.8% | +12.8% | -33.7% |
| All | -32.0% | -45.2% | +13.2% | -33.7% |
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