+864.4%
PM vs VIVK
-100.0%
+964.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.5% | +8.7% | +1.2% |
| 7D | +0.5% | -57.7% | +58.2% | +0.6% |
| 30D | -3.2% | -87.3% | +84.1% | -3.1% |
| 3M | +6.2% | -98.9% | +105.1% | +6.4% |
| 6M | +7.7% | -100.0% | +107.6% | +8.1% |
| YTD | +27.3% | -100.0% | +127.2% | +27.6% |
| 1Y | +32.8% | -100.0% | +132.8% | +33.4% |
| 3Y | +150.0% | -100.0% | +250.0% | +151.1% |
| 5Y | +164.2% | -100.0% | +264.2% | +165.5% |
| 10Y | +265.7% | -100.0% | +365.7% | +266.2% |
| All | +864.4% | -100.0% | +964.4% | +882.2% |
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