+150.2%
PWR vs VIK
+236.8%
-86.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.4% |
| 7D | +4.5% | +3.6% | +0.9% | +3.2% |
| 30D | -4.9% | -16.7% | +11.9% | +1.3% |
| 3M | -7.9% | -1.1% | -6.8% | -7.8% |
| 6M | +18.3% | +27.8% | -9.5% | +6.9% |
| YTD | +51.5% | +23.3% | +28.2% | +37.3% |
| 1Y | +70.3% | +38.2% | +32.1% | +46.9% |
| All | +150.2% | +236.8% | -86.6% | +66.3% |
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