+30.1%
VIK vs PEGA
-36.0%
+66.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | -0.9% | -3.0% | +2.1% | -0.7% |
| 30D | -18.4% | +15.9% | -34.3% | -19.6% |
| 3M | -8.8% | +10.8% | -19.6% | -9.9% |
| 6M | +17.1% | -16.5% | +33.6% | +20.1% |
| YTD | +19.0% | -39.0% | +58.1% | +26.2% |
| 1Y | +30.1% | -37.3% | +67.4% | +36.7% |
| All | +30.1% | -36.0% | +66.2% | +36.7% |
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