-50.2%
PCG vs VIVK
-100.0%
+49.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -12.3% | +14.8% | +2.5% |
| 7D | -13.9% | -1.4% | -12.5% | -13.9% |
| 30D | -16.9% | -43.6% | +26.8% | -16.8% |
| 3M | -14.7% | -95.1% | +80.4% | -14.5% |
| 6M | -23.8% | -98.2% | +74.4% | -23.6% |
| YTD | -10.5% | -97.9% | +87.4% | -10.3% |
| 1Y | -5.1% | -100.0% | +94.9% | -4.5% |
| 3Y | -11.6% | -100.0% | +88.4% | -11.1% |
| 5Y | +59.0% | -100.0% | +159.0% | +59.9% |
| 10Y | -75.7% | -100.0% | +24.3% | -75.6% |
| All | -50.2% | -100.0% | +49.8% | -49.3% |
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 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