+115.5%
PM vs VIK
+221.3%
-105.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.2% |
| 7D | +1.9% | -1.8% | +3.8% | +2.0% |
| 30D | +1.9% | -17.3% | +19.2% | +2.2% |
| 3M | +4.6% | -5.1% | +9.6% | +4.5% |
| 6M | +11.7% | +16.2% | -4.5% | +10.8% |
| YTD | +20.4% | +17.6% | +2.7% | +19.3% |
| 1Y | +19.0% | +33.5% | -14.6% | +17.3% |
| All | +115.5% | +221.3% | -105.7% | +108.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling