-15.0%
PCOR vs VIK
+228.1%
-243.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.4% |
| 7D | -9.0% | -3.0% | -5.9% | -7.9% |
| 30D | +4.2% | -20.7% | +24.9% | +13.4% |
| 3M | +14.4% | -4.6% | +19.1% | +15.2% |
| 6M | +0.2% | +14.0% | -13.8% | -8.8% |
| YTD | -20.3% | +20.2% | -40.4% | -29.8% |
| 1Y | -16.1% | +36.0% | -52.1% | -31.7% |
| All | -15.0% | +228.1% | -243.1% | -52.0% |
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