+88.0%
VTR vs PEGA
-48.2%
+136.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.4% |
| 7D | -2.9% | -6.1% | +3.2% | -2.5% |
| 30D | -2.8% | +6.4% | -9.2% | -3.2% |
| 3M | +9.0% | +2.9% | +6.1% | +8.5% |
| 6M | +5.0% | -23.8% | +28.8% | +6.4% |
| YTD | +16.9% | -41.1% | +58.0% | +20.5% |
| 1Y | +34.3% | -38.2% | +72.5% | +37.6% |
| 3Y | +131.6% | +49.8% | +81.7% | +107.6% |
| 5Y | +88.0% | -48.0% | +136.0% | +74.0% |
| All | +88.0% | -48.2% | +136.2% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling