+128.7%
PM vs VIVK
-100.0%
+228.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.9% | +0.5% |
| 7D | -1.2% | -7.9% | +6.7% | -1.2% |
| 30D | -0.2% | -42.0% | +41.8% | -0.3% |
| 3M | +4.9% | -92.5% | +97.4% | +4.8% |
| 6M | +9.0% | -98.0% | +107.1% | +8.9% |
| YTD | +17.8% | -97.9% | +115.7% | +17.4% |
| 1Y | +16.8% | -100.0% | +116.8% | +18.0% |
| 3Y | +125.4% | -100.0% | +225.4% | +126.8% |
| 5Y | +128.7% | -100.0% | +228.7% | +128.1% |
| All | +128.7% | -100.0% | +228.7% | +128.1% |
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