+213.7%
VT vs PEGA
+101.4%
+112.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.9% |
| 7D | -2.3% | -4.5% | +2.2% | -1.4% |
| 30D | -5.0% | -5.7% | +0.7% | -4.0% |
| 3M | -4.9% | +2.6% | -7.4% | -5.9% |
| 6M | -1.5% | -10.6% | +9.1% | -0.7% |
| YTD | +8.5% | -45.5% | +54.0% | +19.8% |
| 1Y | +11.4% | -44.8% | +56.2% | +22.4% |
| 3Y | +70.1% | +45.5% | +24.5% | +39.7% |
| 5Y | +53.7% | -45.3% | +99.0% | +59.7% |
| All | +213.7% | +101.4% | +112.2% | +136.9% |
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