+59.7%
VIK vs PENG
+120.5%
-60.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.1% | +15.3% | +7.1% |
| 7D | +5.4% | -20.5% | +25.9% | +7.7% |
| 30D | +12.5% | -20.4% | +32.9% | +14.1% |
| 3M | -15.2% | -16.4% | +1.2% | -14.9% |
| 6M | +15.4% | +49.2% | -33.9% | -5.1% |
| YTD | +27.7% | +147.2% | -119.5% | -11.1% |
| 1Y | +59.7% | +124.7% | -65.0% | +12.3% |
| All | +59.7% | +120.5% | -60.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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