+227.8%
VST vs PEGA
+48.6%
+179.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.7% |
| 7D | -19.9% | -1.6% | -18.3% | -19.7% |
| 30D | -29.7% | -3.0% | -26.7% | -29.5% |
| 3M | -19.6% | +5.8% | -25.4% | -21.1% |
| 6M | -29.4% | -8.8% | -20.6% | -29.0% |
| YTD | -29.7% | -43.5% | +13.8% | -21.4% |
| 1Y | -40.0% | -43.4% | +3.3% | -33.2% |
| All | +227.8% | +48.6% | +179.2% | +208.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling