+654.5%
VST vs PEGA
-47.0%
+701.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.9% | +11.2% | +7.9% |
| 7D | -0.5% | -10.0% | +9.5% | +1.1% |
| 30D | -17.1% | -12.7% | -4.4% | -15.5% |
| 3M | -4.6% | -4.6% | 0.0% | -4.7% |
| 6M | -9.1% | -13.1% | +4.0% | -8.4% |
| YTD | -16.6% | -47.6% | +31.0% | -8.2% |
| 1Y | -29.5% | -47.0% | +17.5% | -22.7% |
| 3Y | +297.5% | +42.0% | +255.5% | +263.2% |
| 5Y | +654.5% | -47.8% | +702.4% | +629.3% |
| All | +654.5% | -47.0% | +701.5% | +629.3% |
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