+56.8%
PPL vs VIVK
-100.0%
+156.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.3% | +12.3% | +0.1% |
| 7D | +2.7% | -1.4% | +4.0% | +2.7% |
| 30D | +0.5% | -43.6% | +44.1% | +0.8% |
| 3M | +0.7% | -95.1% | +95.8% | +2.3% |
| 6M | -7.6% | -98.2% | +90.6% | -5.9% |
| YTD | +1.8% | -97.9% | +99.7% | +3.1% |
| 1Y | -0.8% | -100.0% | +99.2% | +3.3% |
| All | +56.8% | -100.0% | +156.8% | +53.6% |
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