+95.5%
PEP vs VIVK
-100.0%
+195.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.5% | +9.7% | +2.3% |
| 7D | +2.9% | -57.7% | +60.6% | +3.1% |
| 30D | +12.5% | -87.3% | +99.8% | +13.1% |
| 3M | +4.5% | -98.9% | +103.4% | +5.9% |
| 6M | -0.5% | -100.0% | +99.5% | +1.6% |
| YTD | +4.4% | -100.0% | +104.4% | +6.3% |
| 1Y | +4.4% | -100.0% | +104.4% | +7.1% |
| 3Y | -3.4% | -100.0% | +96.6% | -0.9% |
| 5Y | +5.2% | -100.0% | +105.2% | +8.1% |
| All | +95.5% | -100.0% | +195.5% | +96.9% |
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 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