+221.9%
VIK vs PEGA
+21.0%
+200.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.7% |
| 7D | -1.8% | -5.3% | +3.5% | -0.7% |
| 30D | -17.3% | +8.3% | -25.6% | -18.9% |
| 3M | -5.1% | +8.9% | -14.0% | -7.8% |
| 6M | +16.2% | -19.7% | +35.9% | +21.4% |
| YTD | +17.6% | -39.9% | +57.5% | +31.8% |
| 1Y | +33.5% | -36.4% | +69.9% | +46.1% |
| All | +221.9% | +21.0% | +200.8% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling