+18.8%
PGR vs VIVK
-100.0%
+118.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.3% | +22.6% | -0.8% |
| 7D | +1.3% | -75.3% | +76.6% | +1.0% |
| 30D | +10.0% | -92.3% | +102.3% | +9.3% |
| 3M | +9.6% | -98.3% | +107.9% | +8.7% |
| 6M | +18.0% | -99.9% | +117.9% | +15.7% |
| YTD | +9.0% | -99.9% | +108.9% | +8.7% |
| 1Y | +18.8% | -100.0% | +118.8% | +23.1% |
| All | +18.8% | -100.0% | +118.8% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling