+62.9%
PBR vs VIK
+236.8%
-173.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.4% |
| 7D | +2.5% | +3.6% | -1.1% | +2.3% |
| 30D | +19.4% | -16.7% | +36.1% | +20.5% |
| 3M | +20.8% | -1.1% | +21.9% | +20.4% |
| 6M | +23.5% | +27.8% | -4.3% | +19.3% |
| YTD | +83.4% | +23.3% | +60.1% | +77.0% |
| 1Y | +77.6% | +38.2% | +39.4% | +67.4% |
| All | +62.9% | +236.8% | -173.9% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling