+897.3%
VST vs PEGA
+134.4%
+763.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.7% |
| 7D | -19.9% | -1.6% | -18.3% | -19.6% |
| 30D | -29.7% | -3.0% | -26.7% | -29.4% |
| 3M | -19.6% | +5.8% | -25.4% | -21.2% |
| 6M | -29.4% | -8.8% | -20.6% | -29.4% |
| YTD | -29.7% | -43.5% | +13.8% | -22.3% |
| 1Y | -40.0% | -43.4% | +3.3% | -33.9% |
| 3Y | +231.0% | +48.6% | +182.4% | +181.4% |
| 5Y | +500.1% | -43.3% | +543.4% | +522.9% |
| 10Y | +1,004.2% | +109.7% | +894.5% | +692.8% |
| All | +897.3% | +134.4% | +763.0% | +604.5% |
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