+43.9%
PR vs VIK
+229.5%
-185.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -4.0% |
| 7D | -16.5% | -3.8% | -12.8% | -16.0% |
| 30D | -4.5% | +5.5% | -10.1% | -5.5% |
| 3M | +8.5% | -20.4% | +29.0% | +12.7% |
| 6M | -3.3% | +5.4% | -8.8% | -6.4% |
| YTD | +55.7% | +20.7% | +35.1% | +41.4% |
| 1Y | +82.0% | +50.7% | +31.4% | +50.3% |
| All | +43.9% | +229.5% | -185.6% | -11.9% |
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