+11.8%
PCOR vs VIK
+236.8%
-225.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +20.7% | +2.6% | +18.1% | +19.7% |
| 30D | +35.7% | +7.9% | +27.8% | +31.8% |
| 3M | +31.1% | -15.2% | +46.2% | +38.9% |
| 6M | +43.1% | +6.5% | +36.6% | +37.3% |
| YTD | +4.8% | +23.3% | -18.5% | -8.7% |
| 1Y | -3.7% | +47.7% | -51.4% | -24.7% |
| All | +11.8% | +236.8% | -225.0% | -37.6% |
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