+20.2%
VZ vs PEGA
-45.3%
+65.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.9% |
| 7D | +2.1% | -4.5% | +6.7% | +2.2% |
| 30D | +1.4% | -5.7% | +7.1% | +1.4% |
| 3M | -1.3% | +2.6% | -3.8% | -1.3% |
| 6M | -0.5% | -10.6% | +10.1% | -0.6% |
| YTD | +19.6% | -45.5% | +65.1% | +20.0% |
| 1Y | +22.4% | -44.8% | +67.2% | +22.6% |
| 3Y | +55.9% | +45.5% | +10.3% | +49.7% |
| All | +20.2% | -45.3% | +65.5% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling