+197.9%
PAAS vs VIVK
-100.0%
+297.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.4% | -4.0% |
| 7D | -7.0% | -38.6% | +31.6% | -6.6% |
| 30D | -15.3% | -87.7% | +72.4% | -13.6% |
| 3M | -27.7% | -98.9% | +71.1% | -24.7% |
| 6M | -40.5% | -100.0% | +59.5% | -36.3% |
| YTD | -26.5% | -100.0% | +73.5% | -22.2% |
| 1Y | -0.8% | -100.0% | +99.2% | +8.1% |
| 3Y | +196.9% | -100.0% | +296.9% | +222.6% |
| 5Y | +49.2% | -100.0% | +149.2% | +62.9% |
| All | +197.9% | -100.0% | +297.9% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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