-16.4%
PINS vs VIVK
-100.0%
+83.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.3% | +10.2% | -2.0% |
| 7D | -12.0% | -1.4% | -10.7% | -12.0% |
| 30D | -12.7% | -43.6% | +30.9% | -12.2% |
| 3M | -5.5% | -95.1% | +89.6% | -3.2% |
| 6M | +5.3% | -98.2% | +103.5% | +8.3% |
| YTD | -21.2% | -97.9% | +76.7% | -19.9% |
| 1Y | -45.0% | -100.0% | +54.9% | -41.4% |
| 3Y | -26.2% | -100.0% | +73.8% | -22.8% |
| 5Y | -64.0% | -100.0% | +36.0% | -61.7% |
| All | -16.4% | -100.0% | +83.6% | -19.3% |
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