+542.7%
PBR vs VIVK
-100.0%
+642.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.5% | -0.8% |
| 7D | +5.4% | -4.4% | +9.7% | +5.4% |
| 30D | +22.9% | -40.8% | +63.7% | +23.5% |
| 3M | +19.6% | -94.1% | +113.8% | +22.1% |
| 6M | +16.5% | -98.2% | +114.7% | +19.4% |
| YTD | +86.7% | -98.0% | +184.7% | +89.8% |
| 1Y | +74.7% | -100.0% | +174.7% | +82.8% |
| 3Y | +102.6% | -100.0% | +202.6% | +110.2% |
| All | +542.7% | -100.0% | +642.7% | +577.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling