+36.0%
VIK vs PEGA
-30.0%
+66.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | -3.0% | +3.3% | -6.3% | -3.3% |
| 30D | -20.7% | +17.7% | -38.5% | -22.0% |
| 3M | -4.6% | +5.8% | -10.4% | -5.1% |
| 6M | +14.0% | -20.3% | +34.2% | +17.6% |
| YTD | +20.2% | -37.1% | +57.3% | +27.8% |
| 1Y | +36.0% | -30.2% | +66.2% | +40.5% |
| All | +36.0% | -30.0% | +66.0% | +40.5% |
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 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