+57.9%
PPL vs VIVK
-100.0%
+157.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.5% | +8.8% | +1.4% |
| 7D | -0.4% | -57.7% | +57.3% | +0.1% |
| 30D | +2.6% | -87.3% | +89.9% | +3.7% |
| 3M | +0.8% | -98.9% | +99.7% | +3.3% |
| 6M | +1.4% | -100.0% | +101.4% | +5.7% |
| YTD | +4.3% | -100.0% | +104.3% | +8.0% |
| 1Y | +0.8% | -100.0% | +100.8% | +6.1% |
| 3Y | +57.9% | -100.0% | +157.9% | +61.6% |
| All | +57.9% | -100.0% | +157.9% | +61.6% |
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