+500.1%
VST vs PEGA
-43.7%
+543.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.8% |
| 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% | -20.9% |
| 6M | -29.4% | -8.8% | -20.6% | -29.3% |
| YTD | -29.7% | -43.5% | +13.8% | -23.5% |
| 1Y | -40.0% | -43.4% | +3.3% | -34.8% |
| 3Y | +231.0% | +48.6% | +182.4% | +200.4% |
| 5Y | +500.1% | -43.3% | +543.4% | +466.0% |
| All | +500.1% | -43.7% | +543.7% | +466.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling