+107.3%
PM vs VIK
+228.1%
-120.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -4.9% | -3.0% | -1.8% | -4.8% |
| 30D | -3.4% | -20.7% | +17.3% | -3.1% |
| 3M | +5.2% | -4.6% | +9.8% | +5.1% |
| 6M | +3.7% | +14.0% | -10.3% | +3.0% |
| YTD | +15.8% | +20.2% | -4.4% | +14.7% |
| 1Y | +17.4% | +36.0% | -18.6% | +15.7% |
| All | +107.3% | +228.1% | -120.8% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling