+32.5%
PFE vs VIVK
-100.0%
+132.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.5% |
| 7D | -4.0% | -9.5% | +5.4% | -4.0% |
| 30D | +3.9% | -35.1% | +39.0% | +4.1% |
| 3M | +9.9% | -93.4% | +103.3% | +11.1% |
| 6M | +5.3% | -98.0% | +103.3% | +6.7% |
| YTD | +16.8% | -97.9% | +114.6% | +17.9% |
| 1Y | +20.4% | -100.0% | +120.4% | +23.4% |
| 3Y | -2.1% | -100.0% | +97.9% | +0.1% |
| 5Y | -21.0% | -100.0% | +79.0% | -19.3% |
| All | +32.5% | -100.0% | +132.5% | +29.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling