+180.4%
PBF vs VIVK
-100.0%
+280.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.5% |
| 7D | +5.3% | -4.4% | +9.7% | +5.3% |
| 30D | +11.7% | -40.8% | +52.5% | +11.3% |
| 3M | +91.1% | -94.1% | +185.2% | +85.7% |
| 6M | +88.4% | -98.2% | +186.6% | +80.9% |
| YTD | +194.1% | -98.0% | +292.1% | +183.2% |
| 1Y | +180.4% | -100.0% | +280.4% | +166.4% |
| All | +180.4% | -100.0% | +280.4% | +166.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling