+240.5%
VIK vs PENG
+176.8%
+63.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | +3.2% | +34.6% | -31.4% | -1.9% |
| 30D | +8.2% | -35.9% | +44.1% | +14.8% |
| 3M | -14.7% | -14.7% | 0.0% | -14.7% |
| 6M | +10.3% | +13.5% | -3.3% | -2.4% |
| YTD | +24.5% | +156.1% | -131.7% | -12.9% |
| 1Y | +45.7% | +141.3% | -95.6% | +3.2% |
| All | +240.5% | +176.8% | +63.7% | +111.1% |
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