+280.1%
PFE vs VIVK
-100.0%
+380.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.3% | +11.1% | -1.2% |
| 7D | +1.8% | -1.4% | +3.1% | +1.8% |
| 30D | +10.2% | -43.6% | +53.8% | +10.3% |
| 3M | +12.7% | -95.1% | +107.8% | +12.8% |
| 6M | +10.5% | -98.2% | +108.7% | +10.7% |
| YTD | +20.2% | -97.9% | +118.1% | +20.3% |
| 1Y | +24.1% | -100.0% | +124.0% | +24.4% |
| 3Y | -3.6% | -100.0% | +96.4% | -3.3% |
| 5Y | -20.9% | -100.0% | +79.1% | -20.7% |
| 10Y | +35.8% | -100.0% | +135.8% | +36.0% |
| All | +280.1% | -100.0% | +380.1% | +288.5% |
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