+54.0%
PPL vs VIVK
-100.0%
+154.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.7% | -0.1% |
| 7D | +1.8% | +13.1% | -11.3% | +1.7% |
| 30D | -1.1% | -29.7% | +28.6% | -0.9% |
| 3M | 0.0% | -93.0% | +93.0% | +1.2% |
| 6M | -7.6% | -98.0% | +90.4% | -6.2% |
| YTD | +1.7% | -97.8% | +99.5% | +2.9% |
| 1Y | +1.5% | -100.0% | +101.5% | +4.7% |
| 3Y | +55.3% | -100.0% | +155.2% | +59.2% |
| 5Y | +37.7% | -100.0% | +137.7% | +41.5% |
| 10Y | +54.0% | -100.0% | +154.0% | +53.0% |
| All | +54.0% | -100.0% | +154.0% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling