+306.8%
PEP vs VIVK
-100.0%
+406.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.3% | +11.7% | -0.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +0.2% | -43.6% | +43.8% | +0.2% |
| 3M | -1.1% | -95.1% | +94.0% | -1.0% |
| 6M | -13.5% | -98.2% | +84.7% | -13.4% |
| YTD | -1.2% | -97.9% | +96.7% | -1.1% |
| 1Y | -1.6% | -100.0% | +98.4% | -1.4% |
| 3Y | -12.5% | -100.0% | +87.5% | -12.4% |
| 5Y | +3.0% | -100.0% | +103.0% | +3.2% |
| 10Y | +73.9% | -100.0% | +173.9% | +74.1% |
| All | +306.8% | -100.0% | +406.8% | +315.2% |
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