+710.8%
PL vs VIK
+236.8%
+474.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.3% |
| 7D | +5.6% | +2.6% | +3.0% | +3.9% |
| 30D | -16.9% | +7.9% | -24.8% | -21.0% |
| 3M | -38.2% | -15.2% | -23.1% | -32.3% |
| 6M | -63.4% | +6.5% | -70.0% | -65.1% |
| YTD | -27.6% | +23.3% | -51.0% | -39.9% |
| 1Y | +6.6% | +47.7% | -41.1% | -23.5% |
| All | +710.8% | +236.8% | +474.0% | +301.6% |
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