+599.7%
VZ vs PEGA
+1,035.4%
-435.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | +2.1% | -4.5% | +6.7% | +2.4% |
| 30D | +1.4% | -5.7% | +7.1% | +1.6% |
| 3M | -1.3% | +2.6% | -3.8% | -1.5% |
| 6M | -0.5% | -10.6% | +10.1% | -0.3% |
| YTD | +19.6% | -45.5% | +65.1% | +22.5% |
| 1Y | +22.4% | -44.8% | +67.2% | +25.1% |
| 3Y | +55.9% | +45.5% | +10.3% | +49.2% |
| 5Y | +20.4% | -45.3% | +65.7% | +19.6% |
| 10Y | +66.9% | +102.4% | -35.5% | +53.0% |
| All | +599.7% | +1,035.4% | -435.7% | +442.0% |
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 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