+111.7%
PBR vs VIVK
-100.0%
+211.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +0.5% |
| 7D | +0.3% | -7.9% | +8.2% | +0.3% |
| 30D | +17.5% | -42.0% | +59.5% | +17.5% |
| 3M | +20.9% | -92.5% | +113.4% | +20.9% |
| 6M | +20.2% | -98.0% | +118.3% | +20.3% |
| YTD | +84.3% | -97.9% | +182.2% | +84.4% |
| 1Y | +77.1% | -100.0% | +177.1% | +77.2% |
| 3Y | +100.8% | -100.0% | +200.8% | +101.0% |
| 5Y | +556.1% | -100.0% | +656.1% | +556.5% |
| 10Y | +676.1% | -100.0% | +776.0% | +680.4% |
| All | +111.7% | -100.0% | +211.7% | +122.3% |
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