+35.8%
PCAR vs VIVK
-100.0%
+135.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +0.3% |
| 7D | +4.9% | -57.7% | +62.6% | +4.4% |
| 30D | -1.4% | -87.3% | +85.8% | -2.2% |
| 3M | -18.1% | -98.9% | +80.8% | -19.4% |
| 6M | -4.0% | -100.0% | +95.9% | -6.1% |
| YTD | -1.5% | -100.0% | +98.5% | -3.4% |
| 1Y | +13.2% | -100.0% | +113.2% | +10.3% |
| 3Y | +35.8% | -100.0% | +135.8% | +35.2% |
| All | +35.8% | -100.0% | +135.8% | +35.2% |
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