+109.8%
PM vs VIK
+236.8%
-127.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.2% |
| 7D | -1.3% | +3.6% | -4.9% | -1.3% |
| 30D | -2.6% | -16.7% | +14.2% | -2.3% |
| 3M | +5.8% | -1.1% | +6.9% | +5.7% |
| 6M | +10.6% | +27.8% | -17.3% | +9.4% |
| YTD | +17.2% | +23.3% | -6.2% | +16.0% |
| 1Y | +17.6% | +38.2% | -20.5% | +15.9% |
| All | +109.8% | +236.8% | -127.0% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling