+223.0%
VT vs PEGA
+191.4%
+31.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +0.4% | +3.3% | -2.8% | -0.2% |
| 30D | +1.0% | +17.7% | -16.8% | -2.4% |
| 3M | +2.4% | +5.8% | -3.4% | +0.4% |
| 6M | +12.0% | -20.3% | +32.3% | +15.7% |
| YTD | +15.3% | -37.1% | +52.5% | +24.2% |
| 1Y | +22.6% | -30.2% | +52.8% | +28.2% |
| 3Y | +74.7% | +48.1% | +26.6% | +44.8% |
| 5Y | +66.1% | -46.8% | +112.9% | +77.3% |
| All | +223.0% | +191.4% | +31.6% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling