+46.4%
VTRS vs PEGA
-45.0%
+91.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -2.2% | -3.0% | +0.8% | -1.8% |
| 30D | +3.3% | +15.9% | -12.6% | +1.1% |
| 3M | +2.0% | +10.8% | -8.9% | +0.1% |
| 6M | +19.9% | -16.5% | +36.4% | +21.9% |
| YTD | +35.7% | -39.0% | +74.8% | +43.4% |
| 1Y | +68.1% | -37.3% | +105.4% | +76.2% |
| 3Y | +87.1% | +59.2% | +27.9% | +60.5% |
| All | +46.4% | -45.0% | +91.3% | +35.8% |
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 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