-16.0%
PYPL vs VIK
+228.1%
-244.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.6% |
| 30D | -4.9% | -20.7% | +15.8% | +1.3% |
| 3M | +28.9% | -4.6% | +33.5% | +29.5% |
| 6M | +18.2% | +14.0% | +4.3% | +10.9% |
| YTD | -5.0% | +20.2% | -25.2% | -12.8% |
| 1Y | -18.8% | +36.0% | -54.8% | -29.1% |
| All | -16.0% | +228.1% | -244.1% | -42.4% |
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