+61.8%
PCAR vs VIVK
-100.0%
+161.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.4% | -1.7% |
| 7D | 0.0% | +13.1% | -13.0% | +0.1% |
| 30D | -7.7% | -29.7% | +21.9% | -7.8% |
| 3M | +3.7% | -93.0% | +96.7% | +3.4% |
| 6M | +2.3% | -98.0% | +100.3% | +2.2% |
| YTD | +12.8% | -97.8% | +110.6% | +12.5% |
| 1Y | +27.8% | -100.0% | +127.7% | +28.0% |
| 3Y | +61.8% | -100.0% | +161.8% | +53.6% |
| All | +61.8% | -100.0% | +161.8% | +53.6% |
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 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