+20.5%
PFE vs VIK
+225.3%
-204.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | +2.7% | -18.0% | +20.7% | +4.7% |
| 3M | +10.0% | -5.8% | +15.8% | +10.2% |
| 6M | +7.2% | +17.2% | -10.0% | +4.5% |
| YTD | +17.3% | +19.1% | -1.8% | +13.9% |
| 1Y | +20.3% | +33.6% | -13.3% | +15.3% |
| All | +20.5% | +225.3% | -204.8% | +6.4% |
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