-24.0%
PCG vs VIK
+234.5%
-258.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +1.4% | +7.7% | -6.2% | +0.2% |
| 3M | -23.4% | -17.6% | -5.8% | -21.6% |
| 6M | -19.4% | +1.7% | -21.0% | -19.9% |
| YTD | -18.5% | +22.5% | -41.0% | -21.7% |
| 1Y | -19.5% | +52.6% | -72.2% | -25.5% |
| All | -24.0% | +234.5% | -258.5% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling