+228.8%
VIK vs PEGA
+26.6%
+202.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | -3.0% | +3.3% | -6.3% | -3.7% |
| 30D | -20.7% | +17.7% | -38.5% | -23.7% |
| 3M | -4.6% | +5.8% | -10.4% | -6.5% |
| 6M | +14.0% | -20.3% | +34.2% | +19.5% |
| YTD | +20.2% | -37.1% | +57.3% | +33.4% |
| 1Y | +36.0% | -30.2% | +66.2% | +45.2% |
| All | +228.8% | +26.6% | +202.2% | +191.6% |
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