-50.0%
VTRS vs PEGA
+184.6%
-234.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -2.2% | -3.0% | +0.8% | -1.7% |
| 30D | +3.3% | +15.9% | -12.6% | +0.5% |
| 3M | +2.0% | +10.8% | -8.9% | -0.4% |
| 6M | +19.9% | -16.5% | +36.4% | +22.5% |
| YTD | +35.7% | -39.0% | +74.8% | +45.6% |
| 1Y | +68.1% | -37.3% | +105.4% | +78.5% |
| 3Y | +87.1% | +59.2% | +27.9% | +55.5% |
| 5Y | +47.6% | -44.9% | +92.5% | +48.5% |
| All | -50.0% | +184.6% | -234.6% | -59.4% |
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