-20.2%
PYPL vs VIK
+225.3%
-245.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.9% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | -11.5% | -18.0% | +6.6% | -6.6% |
| 3M | +26.1% | -5.8% | +31.9% | +27.2% |
| 6M | +13.7% | +17.2% | -3.5% | +5.6% |
| YTD | -9.8% | +19.1% | -29.0% | -17.1% |
| 1Y | -22.1% | +33.6% | -55.7% | -31.6% |
| All | -20.2% | +225.3% | -245.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling