+234.0%
VIK vs PENG
+152.5%
+81.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.3% | -9.6% | -1.8% |
| 7D | +0.1% | -3.8% | +3.9% | -0.2% |
| 30D | +6.8% | -40.1% | +46.9% | +14.6% |
| 3M | -17.6% | -21.8% | +4.2% | -16.4% |
| 6M | +5.4% | +3.3% | +2.1% | -5.1% |
| YTD | +22.1% | +133.6% | -111.6% | -13.3% |
| 1Y | +49.3% | +110.7% | -61.4% | +8.4% |
| All | +234.0% | +152.5% | +81.5% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling