+22.4%
VZ vs PEGA
-45.2%
+67.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -1.0% |
| 7D | +2.1% | -4.5% | +6.7% | +2.1% |
| 30D | +1.4% | -5.7% | +7.1% | +1.3% |
| 3M | -1.3% | +2.6% | -3.8% | -1.1% |
| 6M | -0.5% | -10.6% | +10.1% | -1.7% |
| YTD | +19.6% | -45.5% | +65.1% | +16.7% |
| 1Y | +22.4% | -44.8% | +67.2% | +19.1% |
| All | +22.4% | -45.2% | +67.6% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling