+714.8%
PL vs VIK
+244.4%
+470.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.9% |
| 7D | +13.4% | -1.2% | +14.6% | +14.5% |
| 30D | -10.2% | +11.5% | -21.7% | -16.2% |
| 3M | -39.5% | -11.3% | -28.2% | -35.5% |
| 6M | -65.7% | +11.3% | -77.0% | -68.1% |
| YTD | -27.3% | +26.1% | -53.4% | -40.5% |
| 1Y | +15.0% | +50.0% | -35.0% | -18.0% |
| All | +714.8% | +244.4% | +470.4% | +298.1% |
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