-21.4%
PFE vs VIVK
-100.0%
+78.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | 0.0% |
| 7D | -4.3% | -7.9% | +3.6% | -4.2% |
| 30D | +2.7% | -42.0% | +44.7% | +3.1% |
| 3M | +10.0% | -92.5% | +102.5% | +11.7% |
| 6M | +7.2% | -98.0% | +105.2% | +9.5% |
| YTD | +17.3% | -97.9% | +115.2% | +19.1% |
| 1Y | +20.3% | -100.0% | +120.3% | +25.3% |
| 3Y | -1.6% | -100.0% | +98.3% | +1.7% |
| 5Y | -21.4% | -100.0% | +78.6% | -19.0% |
| All | -21.4% | -100.0% | +78.6% | -19.0% |
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