+244.3%
VIK vs PFG
+57.2%
+187.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.7% |
| 7D | +2.7% | +2.4% | +0.4% | +0.8% |
| 30D | +8.8% | +5.9% | +2.9% | +4.2% |
| 3M | -15.3% | -0.4% | -14.9% | -15.3% |
| 6M | +9.4% | +14.8% | -5.5% | -3.4% |
| YTD | +25.9% | +31.9% | -6.1% | -0.6% |
| 1Y | +51.0% | +38.8% | +12.2% | +14.5% |
| All | +244.3% | +57.2% | +187.1% | +134.1% |
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