-11.1%
PCG vs VIVK
-100.0%
+88.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.0% | +3.6% |
| 7D | +5.4% | +13.1% | -7.6% | +5.3% |
| 30D | -15.1% | -29.7% | +14.5% | -14.9% |
| 3M | -9.8% | -93.0% | +83.2% | -8.0% |
| 6M | -18.0% | -98.0% | +80.0% | -15.8% |
| YTD | -7.2% | -97.8% | +90.5% | -5.6% |
| 1Y | +2.9% | -100.0% | +102.8% | +7.9% |
| 3Y | -11.1% | -100.0% | +88.9% | -14.9% |
| All | -11.1% | -100.0% | +88.9% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling