+46.9%
PM vs VIVK
-100.0%
+146.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -27.5% | +29.0% | +1.3% |
| 7D | +4.3% | -68.7% | +72.9% | +3.2% |
| 30D | +11.5% | -90.0% | +101.5% | +8.9% |
| 3M | +13.0% | -98.1% | +111.1% | +8.3% |
| 6M | +25.9% | -99.9% | +125.8% | +18.7% |
| YTD | +34.0% | -99.9% | +133.9% | +26.5% |
| 1Y | +46.9% | -100.0% | +146.9% | +39.5% |
| All | +46.9% | -100.0% | +146.9% | +39.5% |
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 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