+237.5%
VIK vs PEGA
+21.3%
+216.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +3.5% |
| 7D | +3.6% | -2.4% | +6.0% | +4.1% |
| 30D | -16.7% | +9.6% | -26.4% | -18.7% |
| 3M | -1.1% | +2.3% | -3.4% | -2.4% |
| 6M | +27.8% | -23.9% | +51.7% | +35.3% |
| YTD | +23.3% | -39.8% | +63.1% | +38.1% |
| 1Y | +38.2% | -37.4% | +75.6% | +52.0% |
| All | +237.5% | +21.3% | +216.2% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling