-5.6%
PG vs VIK
+225.1%
-230.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +0.8% | -18.4% | +19.2% | +2.0% |
| 3M | -1.3% | -8.8% | +7.4% | -0.9% |
| 6M | -3.8% | +17.1% | -21.0% | -4.8% |
| YTD | +3.6% | +19.0% | -15.4% | +2.5% |
| 1Y | -5.7% | +30.1% | -35.9% | -7.1% |
| All | -5.6% | +225.1% | -230.7% | -7.7% |
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