+330.8%
PBF vs VIVK
-100.0%
+430.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.3% | +11.0% | -1.3% |
| 7D | +4.3% | -1.4% | +5.7% | +4.3% |
| 30D | +22.0% | -43.6% | +65.6% | +22.2% |
| 3M | +74.5% | -95.1% | +169.6% | +75.5% |
| 6M | +67.7% | -98.2% | +165.9% | +68.7% |
| YTD | +179.2% | -97.9% | +277.1% | +180.0% |
| 1Y | +170.0% | -100.0% | +270.0% | +174.4% |
| 3Y | +66.4% | -100.0% | +166.4% | +68.6% |
| 5Y | +764.5% | -100.0% | +864.5% | +775.5% |
| 10Y | +358.5% | -100.0% | +458.5% | +366.6% |
| All | +330.8% | -100.0% | +430.8% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling