+96.4%
PBF vs VIK
+47.3%
+49.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.9% |
| 7D | +6.5% | +2.7% | +3.7% | +7.6% |
| 30D | -20.0% | +8.8% | -28.8% | -16.8% |
| 3M | -3.3% | -15.3% | +12.0% | -11.1% |
| 6M | +76.8% | +9.4% | +67.4% | +90.7% |
| YTD | +168.9% | +25.9% | +143.1% | +213.7% |
| 1Y | +96.4% | +51.0% | +45.4% | +129.0% |
| All | +96.4% | +47.3% | +49.1% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling