+67.8%
VTV vs PEGA
+49.1%
+18.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.2% |
| 7D | -0.7% | -6.1% | +5.5% | -0.3% |
| 30D | -0.5% | +6.4% | -6.9% | -0.9% |
| 3M | +5.3% | +2.9% | +2.4% | +4.9% |
| 6M | +12.9% | -23.8% | +36.7% | +14.7% |
| YTD | +18.5% | -41.1% | +59.5% | +22.7% |
| 1Y | +25.3% | -38.2% | +63.5% | +28.9% |
| All | +67.8% | +49.1% | +18.7% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling