+70.6%
VZ vs PEGA
+92.7%
-22.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.5% |
| 7D | +2.4% | -8.2% | +10.6% | +2.7% |
| 30D | +11.2% | -11.6% | +22.7% | +11.7% |
| 3M | 0.0% | -4.2% | +4.1% | +0.1% |
| 6M | +1.3% | -12.0% | +13.3% | +1.5% |
| YTD | +21.3% | -46.9% | +68.2% | +23.8% |
| 1Y | +23.9% | -47.0% | +70.9% | +26.4% |
| 3Y | +57.7% | +40.9% | +16.8% | +48.0% |
| 5Y | +21.2% | -45.4% | +66.6% | +20.9% |
| 10Y | +70.6% | +95.9% | -25.4% | +52.0% |
| All | +70.6% | +92.7% | -22.1% | +52.0% |
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