-13.5%
PCG vs VIK
+236.8%
-250.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.3% |
| 7D | +5.4% | +3.6% | +1.8% | +4.9% |
| 30D | -15.1% | -16.7% | +1.6% | -13.2% |
| 3M | -9.8% | -1.1% | -8.7% | -9.9% |
| 6M | -18.0% | +27.8% | -45.8% | -21.4% |
| YTD | -7.2% | +23.3% | -30.6% | -10.9% |
| 1Y | +2.9% | +38.2% | -35.3% | -3.1% |
| All | -13.5% | +236.8% | -250.3% | -26.2% |
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 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