-75.9%
PCG vs VIVK
-100.0%
+24.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | +0.5% | -9.5% | +10.0% | +0.6% |
| 30D | -18.9% | -35.1% | +16.2% | -18.4% |
| 3M | -15.8% | -93.4% | +77.5% | -13.4% |
| 6M | -22.6% | -98.0% | +75.4% | -19.7% |
| YTD | -12.2% | -97.9% | +85.7% | -9.8% |
| 1Y | -7.1% | -100.0% | +92.9% | -0.2% |
| 3Y | -15.8% | -100.0% | +84.1% | -10.6% |
| 5Y | +53.3% | -100.0% | +153.3% | +62.8% |
| All | -75.9% | -100.0% | +24.1% | -75.3% |
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