+244.3%
VIK vs PENG
+161.7%
+82.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +2.0% |
| 7D | +2.7% | +13.2% | -10.5% | +0.5% |
| 30D | +8.8% | -29.9% | +38.7% | +13.8% |
| 3M | -15.3% | -22.2% | +6.9% | -14.0% |
| 6M | +9.4% | -1.9% | +11.3% | +0.1% |
| YTD | +25.9% | +142.1% | -116.3% | -11.2% |
| 1Y | +51.0% | +151.5% | -100.5% | +5.2% |
| All | +244.3% | +161.7% | +82.7% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling