+56.8%
PBF vs VIVK
-100.0%
+156.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.7% |
| 7D | +2.3% | -9.5% | +11.8% | +2.3% |
| 30D | +11.6% | -35.1% | +46.7% | +11.5% |
| 3M | +81.7% | -93.4% | +175.1% | +80.5% |
| 6M | +96.4% | -98.0% | +194.4% | +94.0% |
| YTD | +189.5% | -97.9% | +287.3% | +184.4% |
| 1Y | +180.7% | -100.0% | +280.7% | +186.8% |
| All | +56.8% | -100.0% | +156.8% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling