-100.0%
VIVK vs PEGA
+49.1%
-149.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.2% | -5.6% |
| 7D | -7.9% | -6.1% | -1.8% | -6.0% |
| 30D | -42.0% | +6.4% | -48.4% | -43.3% |
| 3M | -92.5% | +2.9% | -95.4% | -92.5% |
| 6M | -98.0% | -23.8% | -74.2% | -97.8% |
| YTD | -97.9% | -41.1% | -56.8% | -97.6% |
| 1Y | -100.0% | -38.2% | -61.7% | -100.0% |
| All | -100.0% | +49.1% | -149.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling