+237.5%
VIK vs PFG
+59.3%
+178.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.1% | +3.7% |
| 7D | +3.6% | +6.0% | -2.4% | -1.4% |
| 30D | -16.7% | +2.2% | -19.0% | -18.3% |
| 3M | -1.1% | +10.4% | -11.4% | -9.5% |
| 6M | +27.8% | +27.8% | 0.0% | +3.8% |
| YTD | +23.3% | +33.6% | -10.3% | -3.5% |
| 1Y | +38.2% | +49.3% | -11.1% | -1.3% |
| All | +237.5% | +59.3% | +178.2% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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