+348.0%
VT vs PEGA
+974.5%
-626.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.6% |
| 7D | -4.2% | -1.6% | -2.6% | -3.8% |
| 30D | -5.8% | -3.0% | -2.8% | -5.4% |
| 3M | -5.2% | +5.8% | -11.0% | -6.9% |
| 6M | +0.1% | -8.8% | +9.0% | +0.6% |
| YTD | +8.2% | -43.5% | +51.8% | +18.8% |
| 1Y | +10.1% | -43.4% | +53.5% | +20.6% |
| 3Y | +69.7% | +48.6% | +21.1% | +40.7% |
| 5Y | +53.4% | -43.3% | +96.7% | +51.8% |
| 10Y | +219.2% | +109.7% | +109.5% | +125.1% |
| All | +348.0% | +974.5% | -626.4% | +49.7% |
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