-9.8%
PEP vs VIK
+244.4%
-254.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | +0.2% |
| 7D | +1.1% | -1.2% | +2.3% | +1.1% |
| 30D | +13.6% | +11.5% | +2.1% | +13.5% |
| 3M | +5.1% | -11.3% | +16.4% | +5.1% |
| 6M | -1.6% | +11.3% | -12.9% | -2.0% |
| YTD | +3.3% | +26.1% | -22.8% | +2.8% |
| 1Y | +3.2% | +50.0% | -46.7% | +2.5% |
| All | -9.8% | +244.4% | -254.2% | -9.2% |
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