+34.8%
PPL vs VIK
+228.1%
-193.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | -3.0% | +5.7% | +2.8% |
| 30D | +0.5% | -20.7% | +21.2% | +1.3% |
| 3M | +0.7% | -4.6% | +5.3% | +0.8% |
| 6M | -7.6% | +14.0% | -21.6% | -8.3% |
| YTD | +1.8% | +20.2% | -18.3% | +0.7% |
| 1Y | -0.8% | +36.0% | -36.8% | -2.6% |
| All | +34.8% | +228.1% | -193.4% | +25.0% |
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