+2.9%
PEP vs VIVK
-100.0%
+102.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -1.2% |
| 7D | -0.3% | -38.6% | +38.3% | -0.3% |
| 30D | +11.8% | -87.7% | +99.5% | +12.1% |
| 3M | +3.7% | -98.9% | +102.5% | +4.7% |
| 6M | -4.3% | -100.0% | +95.6% | -2.7% |
| YTD | +2.1% | -100.0% | +102.1% | +3.4% |
| 1Y | +2.5% | -100.0% | +102.5% | +4.7% |
| 3Y | -5.0% | -100.0% | +95.0% | -3.2% |
| 5Y | +2.9% | -100.0% | +102.9% | +4.3% |
| All | +2.9% | -100.0% | +102.9% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling