+228.8%
VIK vs PFG
+61.6%
+167.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.4% |
| 7D | -3.0% | +5.5% | -8.6% | -7.3% |
| 30D | -20.7% | +2.4% | -23.1% | -22.3% |
| 3M | -4.6% | +13.6% | -18.2% | -14.7% |
| 6M | +14.0% | +27.9% | -13.9% | -7.4% |
| YTD | +20.2% | +35.6% | -15.4% | -7.0% |
| 1Y | +36.0% | +48.5% | -12.5% | -2.3% |
| All | +228.8% | +61.6% | +167.2% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling