+1,481.1%
VTR vs PEGA
+639.7%
+841.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -1.7% | +3.3% | -5.0% | -2.0% |
| 30D | -2.4% | +17.7% | -20.2% | -4.3% |
| 3M | +14.8% | +5.8% | +9.0% | +13.6% |
| 6M | +5.3% | -20.3% | +25.6% | +7.1% |
| YTD | +18.1% | -37.1% | +55.2% | +22.7% |
| 1Y | +36.7% | -30.2% | +66.9% | +39.9% |
| 3Y | +130.1% | +48.1% | +82.0% | +108.7% |
| 5Y | +89.5% | -46.8% | +136.3% | +88.3% |
| 10Y | +87.4% | +191.3% | -104.0% | +55.1% |
| All | +1,481.1% | +639.7% | +841.4% | +799.2% |
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