-100.0%
VIVK vs PEGA
-44.5%
-55.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.2% | -8.7% | -7.8% |
| 7D | -57.7% | +0.1% | -57.8% | -57.6% |
| 30D | -87.3% | -4.1% | -83.1% | -87.2% |
| 3M | -98.9% | -2.8% | -96.1% | -98.9% |
| 6M | -100.0% | -0.4% | -99.5% | -100.0% |
| YTD | -100.0% | -45.4% | -54.6% | -100.0% |
| 1Y | -100.0% | -42.6% | -57.4% | -100.0% |
| 3Y | -100.0% | +45.4% | -145.4% | -100.0% |
| All | -100.0% | -44.5% | -55.5% | -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 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