+689.8%
PL vs VIK
+239.9%
+449.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.3% |
| 7D | +22.3% | +3.2% | +19.1% | +20.0% |
| 30D | -8.3% | +8.2% | -16.5% | -12.9% |
| 3M | -43.3% | -14.7% | -28.6% | -38.0% |
| 6M | -65.8% | +10.3% | -76.1% | -68.0% |
| YTD | -29.5% | +24.5% | -54.0% | -41.8% |
| 1Y | +11.7% | +45.7% | -34.0% | -18.7% |
| All | +689.8% | +239.9% | +449.9% | +289.0% |
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