+225.9%
VIK vs PTC
-27.3%
+253.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.5% |
| 7D | -0.8% | -13.6% | +12.8% | +3.4% |
| 30D | -18.0% | -14.7% | -3.4% | -14.4% |
| 3M | -5.8% | -5.9% | +0.1% | -5.3% |
| 6M | +17.2% | -21.1% | +38.3% | +27.6% |
| YTD | +19.1% | -26.0% | +45.1% | +33.8% |
| 1Y | +33.6% | -36.8% | +70.5% | +63.4% |
| All | +225.9% | -27.3% | +253.2% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling