+740.0%
VTV vs PEGA
+1,255.4%
-515.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +3.8% | -4.1% | +7.9% | +4.4% |
| 3M | +1.6% | -2.8% | +4.4% | +1.7% |
| 6M | +11.2% | -0.4% | +11.6% | +9.9% |
| YTD | +22.0% | -45.4% | +67.4% | +32.5% |
| 1Y | +24.9% | -42.6% | +67.5% | +34.2% |
| 3Y | +78.5% | +45.4% | +33.1% | +53.0% |
| 5Y | +77.8% | -44.6% | +122.4% | +75.8% |
| 10Y | +231.1% | +91.2% | +139.9% | +147.3% |
| All | +740.0% | +1,255.4% | -515.5% | +249.9% |
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 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