-18.7%
PYPL vs VIK
+236.8%
-255.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.9% | -4.0% |
| 7D | +1.7% | +3.6% | -1.8% | +0.7% |
| 30D | -9.7% | -16.7% | +7.0% | -5.2% |
| 3M | +29.2% | -1.1% | +30.3% | +28.4% |
| 6M | +13.9% | +27.8% | -13.9% | +2.8% |
| YTD | -8.1% | +23.3% | -31.4% | -16.3% |
| 1Y | -21.4% | +38.2% | -59.6% | -31.6% |
| All | -18.7% | +236.8% | -255.5% | -44.7% |
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