+228.7%
VTV vs PEGA
+184.6%
+44.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.5% |
| 7D | -1.1% | -3.0% | +1.9% | -0.7% |
| 30D | -1.0% | +15.9% | -16.9% | -3.4% |
| 3M | +4.6% | +10.8% | -6.2% | +2.3% |
| 6M | +13.5% | -16.5% | +30.0% | +15.5% |
| YTD | +18.5% | -39.0% | +57.5% | +26.2% |
| 1Y | +22.9% | -37.3% | +60.2% | +29.6% |
| 3Y | +67.8% | +59.2% | +8.7% | +41.6% |
| 5Y | +81.8% | -44.9% | +126.7% | +90.6% |
| All | +228.7% | +184.6% | +44.1% | +136.5% |
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 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