+828.4%
PCAR vs VIVK
-100.0%
+928.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.3% | +12.5% | +0.1% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | -6.2% | -43.6% | +37.4% | -6.2% |
| 3M | +5.9% | -95.1% | +101.0% | +5.8% |
| 6M | +0.4% | -98.2% | +98.6% | +0.3% |
| YTD | +14.8% | -97.9% | +112.7% | +14.8% |
| 1Y | +30.1% | -100.0% | +130.1% | +29.9% |
| 3Y | +66.7% | -100.0% | +166.6% | +66.5% |
| 5Y | +166.1% | -100.0% | +266.1% | +165.8% |
| 10Y | +353.7% | -100.0% | +453.7% | +354.7% |
| All | +828.4% | -100.0% | +928.4% | +831.0% |
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