+12.3%
PEG vs VIK
+225.1%
-212.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -3.7% | -18.4% | +14.7% | -1.3% |
| 3M | -7.3% | -8.8% | +1.5% | -6.4% |
| 6M | -10.5% | +17.1% | -27.6% | -13.1% |
| YTD | -7.5% | +19.0% | -26.5% | -10.7% |
| 1Y | -8.7% | +30.1% | -38.9% | -13.3% |
| All | +12.3% | +225.1% | -212.8% | -5.9% |
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