+3.4%
PEP vs VIVK
-100.0%
+103.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -1.4% | -9.5% | +8.1% | -1.3% |
| 30D | -0.2% | -35.1% | +34.9% | -0.1% |
| 3M | -4.3% | -93.4% | +89.1% | -3.8% |
| 6M | -13.2% | -98.0% | +84.8% | -12.7% |
| YTD | -1.9% | -97.9% | +96.0% | -1.6% |
| 1Y | -0.3% | -100.0% | +99.6% | +1.2% |
| 3Y | -13.6% | -100.0% | +86.4% | -12.7% |
| 5Y | +3.4% | -100.0% | +103.4% | +4.4% |
| All | +3.4% | -100.0% | +103.4% | +4.4% |
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