+38.2%
VIK vs PENG
+106.3%
-68.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +3.6% | +7.8% | -4.2% | +2.6% |
| 30D | -16.7% | -12.2% | -4.5% | -15.5% |
| 3M | -1.1% | -20.6% | +19.5% | -0.1% |
| 6M | +27.8% | +180.9% | -153.1% | -5.3% |
| YTD | +23.3% | +162.3% | -138.9% | -8.1% |
| 1Y | +38.2% | +107.3% | -69.1% | +2.4% |
| All | +38.2% | +106.3% | -68.1% | +2.4% |
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