+36.3%
PPL vs VIK
+239.9%
-203.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -2.2% | +3.2% | -5.4% | -2.3% |
| 30D | +1.7% | +8.2% | -6.5% | +1.4% |
| 3M | +0.1% | -14.7% | +14.8% | +0.6% |
| 6M | -1.5% | +10.3% | -11.8% | -2.0% |
| YTD | +3.0% | +24.5% | -21.5% | +1.7% |
| 1Y | -1.4% | +45.7% | -47.2% | -3.6% |
| All | +36.3% | +239.9% | -203.6% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling