+235.2%
VIK vs PENG
+131.1%
+104.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.9% | -0.5% |
| 7D | 0.0% | -19.4% | +19.5% | +2.7% |
| 30D | +7.7% | -42.4% | +50.0% | +16.2% |
| 3M | -17.6% | -25.6% | +8.0% | -15.8% |
| 6M | +1.7% | +7.3% | -5.6% | -10.4% |
| YTD | +22.5% | +113.9% | -91.4% | -11.6% |
| 1Y | +52.6% | +93.6% | -40.9% | +12.4% |
| All | +235.2% | +131.1% | +104.1% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling