-76.5%
PCG vs VIVK
-100.0%
+23.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -0.9% |
| 7D | -2.0% | -38.6% | +36.7% | -1.5% |
| 30D | -2.7% | -87.7% | +85.0% | -0.3% |
| 3M | -25.1% | -98.9% | +73.8% | -20.9% |
| 6M | -22.3% | -100.0% | +77.7% | -14.9% |
| YTD | -18.5% | -100.0% | +81.5% | -12.1% |
| 1Y | -21.8% | -100.0% | +78.2% | -12.9% |
| 3Y | -21.0% | -100.0% | +79.0% | -12.1% |
| 5Y | +8.1% | -100.0% | +108.1% | +21.3% |
| All | -76.5% | -100.0% | +23.5% | -74.7% |
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