-100.0%
VIVK vs PEGA
-45.0%
-55.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.5% | -8.8% | -7.8% |
| 7D | -4.4% | -3.0% | -1.4% | -3.7% |
| 30D | -40.8% | +15.9% | -56.7% | -43.2% |
| 3M | -94.1% | +10.8% | -105.0% | -94.2% |
| 6M | -98.2% | -16.5% | -81.7% | -98.1% |
| YTD | -98.0% | -39.0% | -59.0% | -97.8% |
| 1Y | -100.0% | -37.3% | -62.7% | -100.0% |
| 3Y | -100.0% | +59.2% | -159.2% | -100.0% |
| All | -100.0% | -45.0% | -55.0% | -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