+2,187.0%
PGR vs VIVK
-100.0%
+2,287.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.0% | +0.7% |
| 7D | -0.6% | -4.4% | +3.8% | -0.6% |
| 30D | +4.9% | -40.8% | +45.8% | +5.0% |
| 3M | +7.6% | -94.1% | +101.8% | +7.8% |
| 6M | +8.3% | -98.2% | +106.4% | +8.5% |
| YTD | +1.7% | -98.0% | +99.7% | +1.9% |
| 1Y | -6.8% | -100.0% | +93.1% | -6.4% |
| 3Y | +73.4% | -100.0% | +173.4% | +74.1% |
| 5Y | +161.2% | -100.0% | +261.2% | +162.2% |
| 10Y | +819.5% | -100.0% | +919.5% | +817.8% |
| All | +2,187.0% | -100.0% | +2,287.0% | +2,172.4% |
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 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