-19.0%
PYPL vs VIK
+37.7%
-56.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.3% |
| 7D | +2.4% | -3.0% | +5.5% | +2.9% |
| 30D | -5.1% | -20.7% | +15.6% | -1.9% |
| 3M | +28.6% | -4.6% | +33.2% | +28.4% |
| 6M | +17.9% | +14.0% | +4.0% | +12.6% |
| YTD | -5.3% | +20.2% | -25.4% | -10.5% |
| 1Y | -19.0% | +36.0% | -55.0% | -25.0% |
| All | -19.0% | +37.7% | -56.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling