+361.8%
PCAR vs VIVK
-100.0%
+461.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | -1.6% | -9.5% | +7.9% | -1.6% |
| 30D | -7.3% | -35.1% | +27.8% | -7.3% |
| 3M | +7.8% | -93.4% | +101.2% | +7.7% |
| 6M | +3.6% | -98.0% | +101.6% | +3.5% |
| YTD | +12.9% | -97.9% | +110.7% | +12.8% |
| 1Y | +27.3% | -100.0% | +127.3% | +27.3% |
| 3Y | +61.9% | -100.0% | +161.9% | +61.7% |
| 5Y | +164.2% | -100.0% | +264.1% | +163.8% |
| All | +361.8% | -100.0% | +461.8% | +369.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling