-5.1%
PCAR vs VIVK
-100.0%
+94.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.6% | +7.9% | -1.9% |
| 7D | +2.1% | -38.6% | +40.7% | +1.2% |
| 30D | -1.2% | -87.7% | +86.5% | -4.1% |
| 3M | -18.6% | -98.9% | +80.3% | -23.9% |
| 6M | -5.1% | -100.0% | +94.9% | -23.6% |
| All | -5.1% | -100.0% | +94.9% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling