-4.2%
PCG vs VIVK
-100.0%
+95.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.3% | +2.1% | -4.2% |
| 7D | +6.5% | -7.9% | +14.3% | +6.5% |
| 30D | -16.7% | -42.0% | +25.2% | -16.5% |
| 3M | -14.2% | -92.5% | +78.3% | -12.8% |
| 6M | -21.5% | -98.0% | +76.6% | -19.8% |
| YTD | -11.2% | -97.9% | +86.7% | -9.9% |
| 1Y | -4.2% | -100.0% | +95.8% | -5.3% |
| All | -4.2% | -100.0% | +95.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling