+116.1%
PG vs VIVK
-100.0%
+216.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.6% |
| 7D | -0.8% | -4.4% | +3.6% | -0.8% |
| 30D | +0.8% | -40.8% | +41.6% | +1.0% |
| 3M | -1.3% | -94.1% | +92.8% | -0.7% |
| 6M | -3.8% | -98.2% | +94.4% | -3.0% |
| YTD | +3.6% | -98.0% | +101.6% | +4.2% |
| 1Y | -5.7% | -100.0% | +94.2% | -4.0% |
| 3Y | +1.6% | -100.0% | +101.6% | +3.2% |
| 5Y | +14.6% | -100.0% | +114.6% | +16.5% |
| All | +116.1% | -100.0% | +216.1% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling