-14.9%
PEP vs VIVK
-100.0%
+85.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.1% | -1.3% |
| 7D | -1.7% | -7.9% | +6.2% | -1.7% |
| 30D | +0.3% | -42.0% | +42.3% | +0.3% |
| 3M | -3.2% | -92.5% | +89.3% | -3.1% |
| 6M | -13.6% | -98.0% | +84.4% | -13.5% |
| YTD | -1.9% | -97.9% | +96.0% | -2.0% |
| 1Y | -0.6% | -100.0% | +99.4% | -0.2% |
| All | -14.9% | -100.0% | +85.1% | -16.6% |
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