+33.9%
VTR vs PEGA
-37.1%
+71.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.2% |
| 7D | -1.8% | -5.3% | +3.5% | -1.9% |
| 30D | +4.0% | +8.3% | -4.3% | +4.1% |
| 3M | +7.8% | +8.9% | -1.1% | +7.8% |
| 6M | +6.4% | -19.7% | +26.1% | +5.5% |
| YTD | +18.3% | -39.9% | +58.2% | +16.6% |
| 1Y | +33.9% | -36.4% | +70.3% | +32.8% |
| All | +33.9% | -37.1% | +71.1% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling