+1,216.9%
VST vs PEGA
+160.8%
+1,056.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +8.9% | +3.3% | +5.6% | +8.1% |
| 30D | +6.2% | +17.7% | -11.5% | +2.2% |
| 3M | -2.7% | +5.8% | -8.5% | -5.1% |
| 6M | -8.4% | -20.3% | +11.9% | -5.0% |
| YTD | -7.2% | -37.1% | +29.9% | +0.8% |
| 1Y | -20.9% | -30.2% | +9.3% | -16.9% |
| 3Y | +384.0% | +48.1% | +335.9% | +313.9% |
| 5Y | +757.1% | -46.8% | +803.9% | +822.5% |
| All | +1,216.9% | +160.8% | +1,056.0% | +814.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling