-26.9%
PINS vs VIVK
-100.0%
+73.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -8.9% | -1.3% |
| 7D | -5.2% | +13.1% | -18.3% | -5.2% |
| 30D | -14.9% | -29.7% | +14.7% | -14.9% |
| 3M | -8.4% | -93.0% | +84.6% | -7.9% |
| 6M | +0.6% | -98.0% | +98.6% | +1.6% |
| YTD | -22.2% | -97.8% | +75.6% | -22.2% |
| 1Y | -46.9% | -100.0% | +53.0% | -45.5% |
| 3Y | -26.9% | -100.0% | +73.1% | -29.9% |
| All | -26.9% | -100.0% | +73.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling