+97.3%
VTR vs PEGA
+180.6%
-83.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | -1.8% | -5.3% | +3.5% | -0.9% |
| 30D | +4.0% | +8.3% | -4.3% | +2.4% |
| 3M | +7.8% | +8.9% | -1.1% | +5.5% |
| 6M | +6.4% | -19.7% | +26.1% | +9.2% |
| YTD | +18.3% | -39.9% | +58.2% | +27.2% |
| 1Y | +33.9% | -36.4% | +70.3% | +41.5% |
| 3Y | +134.3% | +52.8% | +81.5% | +85.8% |
| 5Y | +90.3% | -45.7% | +135.9% | +101.3% |
| All | +97.3% | +180.6% | -83.2% | +43.1% |
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