+60.6%
PBF vs VIK
+221.3%
-160.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.8% |
| 7D | +2.3% | -1.8% | +4.2% | +2.5% |
| 30D | +11.6% | -17.3% | +28.8% | +13.0% |
| 3M | +81.7% | -5.1% | +86.8% | +82.0% |
| 6M | +96.4% | +16.2% | +80.2% | +88.2% |
| YTD | +189.5% | +17.6% | +171.8% | +172.3% |
| 1Y | +180.7% | +33.5% | +147.2% | +149.8% |
| All | +60.6% | +221.3% | -160.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling