+606.3%
VZ vs PEGA
+1,076.4%
-470.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +5.6% | -1.6% | +7.2% | +5.7% |
| 30D | +1.9% | -3.0% | +4.8% | +2.0% |
| 3M | +0.8% | +5.8% | -5.0% | +0.4% |
| 6M | +0.6% | -8.8% | +9.4% | +0.8% |
| YTD | +20.8% | -43.5% | +64.3% | +23.4% |
| 1Y | +23.9% | -43.4% | +67.3% | +26.6% |
| 3Y | +55.7% | +48.6% | +7.1% | +48.9% |
| 5Y | +21.5% | -43.3% | +64.9% | +20.5% |
| 10Y | +68.5% | +109.7% | -41.2% | +54.1% |
| All | +606.3% | +1,076.4% | -470.1% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling