+146.7%
PM vs VIVK
-100.0%
+246.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -14.3% | +15.4% | +1.0% |
| 7D | -7.1% | -48.0% | +40.9% | -7.2% |
| 30D | -2.8% | -88.4% | +85.6% | -3.5% |
| 3M | +6.3% | -98.7% | +105.1% | +4.6% |
| 6M | +9.6% | -100.0% | +109.6% | +7.7% |
| YTD | +25.6% | -100.0% | +125.6% | +22.8% |
| 1Y | +29.7% | -100.0% | +129.7% | +28.2% |
| All | +146.7% | -100.0% | +246.7% | +141.3% |
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 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