+225.9%
VIK vs PPG
-12.1%
+238.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -1.8% |
| 7D | -0.8% | -3.7% | +2.9% | +1.7% |
| 30D | -18.0% | -7.2% | -10.8% | -13.9% |
| 3M | -5.8% | -7.3% | +1.5% | -1.7% |
| 6M | +17.2% | +0.3% | +16.9% | +15.5% |
| YTD | +19.1% | +6.5% | +12.6% | +12.8% |
| 1Y | +33.6% | +0.5% | +33.1% | +31.1% |
| All | +225.9% | -12.1% | +238.0% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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