+208.2%
VTRS vs PEGA
+1,154.6%
-946.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.3% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | +1.9% | +9.6% | -7.8% | +1.0% |
| 3M | +5.1% | +2.3% | +2.7% | +4.6% |
| 6M | +20.1% | -23.9% | +44.0% | +22.2% |
| YTD | +36.6% | -39.8% | +76.3% | +41.0% |
| 1Y | +64.1% | -37.4% | +101.5% | +68.7% |
| 3Y | +86.4% | +53.1% | +33.2% | +75.3% |
| 5Y | +40.9% | -47.2% | +88.1% | +40.9% |
| 10Y | -48.7% | +174.3% | -223.1% | -54.5% |
| All | +208.2% | +1,154.6% | -946.4% | +107.5% |
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