-60.1%
PINS vs VIVK
-100.0%
+39.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.6% |
| 7D | -3.4% | -38.6% | +35.3% | -3.4% |
| 30D | -14.5% | -87.7% | +73.2% | -14.3% |
| 3M | -16.5% | -98.9% | +82.4% | -15.8% |
| 6M | -7.0% | -100.0% | +92.9% | -5.2% |
| YTD | -26.1% | -100.0% | +73.8% | -25.3% |
| 1Y | -30.0% | -100.0% | +70.0% | -28.1% |
| 3Y | -38.5% | -100.0% | +61.5% | -37.0% |
| All | -60.1% | -100.0% | +39.9% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling