+130.1%
PANW vs VIK
+225.1%
-94.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -14.6% | -18.4% | +3.8% | -9.5% |
| 3M | +18.3% | -8.8% | +27.1% | +21.3% |
| 6M | +100.5% | +17.1% | +83.3% | +88.1% |
| YTD | +79.5% | +19.0% | +60.5% | +66.1% |
| 1Y | +66.7% | +30.1% | +36.6% | +48.3% |
| All | +130.1% | +225.1% | -94.9% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling