-13.2%
PEP vs VIK
+236.8%
-250.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.6% |
| 7D | +0.1% | +3.6% | -3.5% | +0.1% |
| 30D | +0.7% | -16.7% | +17.4% | +0.8% |
| 3M | -0.5% | -1.1% | +0.5% | -0.7% |
| 6M | -11.3% | +27.8% | -39.1% | -11.7% |
| YTD | -0.6% | +23.3% | -23.9% | -1.1% |
| 1Y | +1.7% | +38.2% | -36.5% | +1.1% |
| All | -13.2% | +236.8% | -250.1% | -12.6% |
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 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