+65.5%
VZ vs PEGA
+99.2%
-33.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.0% |
| 7D | +2.2% | -10.0% | +12.2% | +2.7% |
| 30D | +10.6% | -12.7% | +23.3% | +11.1% |
| 3M | -0.6% | -4.6% | +4.0% | -0.5% |
| 6M | +0.7% | -13.1% | +13.8% | +1.0% |
| YTD | +20.6% | -47.6% | +68.2% | +23.2% |
| 1Y | +22.7% | -47.0% | +69.7% | +25.2% |
| 3Y | +57.2% | +42.0% | +15.2% | +47.4% |
| 5Y | +21.4% | -47.8% | +69.2% | +21.6% |
| 10Y | +65.5% | +92.0% | -26.5% | +45.9% |
| All | +65.5% | +99.2% | -33.7% | +45.9% |
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