+60.5%
VZ vs PEGA
+191.4%
-130.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +0.1% | +3.3% | -3.2% | 0.0% |
| 30D | +7.9% | +17.7% | -9.9% | +7.2% |
| 3M | +13.6% | +5.8% | +7.9% | +13.2% |
| 6M | +1.1% | -20.3% | +21.4% | +1.7% |
| YTD | +29.3% | -37.1% | +66.4% | +31.2% |
| 1Y | +21.2% | -30.2% | +51.4% | +22.2% |
| 3Y | +75.9% | +48.1% | +27.8% | +65.4% |
| 5Y | +24.1% | -46.8% | +70.9% | +25.7% |
| All | +60.5% | +191.4% | -130.9% | +23.9% |
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 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