+184.4%
PPL vs VIVK
-100.0%
+284.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.6% | +23.3% | -0.3% |
| 7D | -1.2% | -44.2% | +43.0% | -1.2% |
| 30D | +4.2% | -90.0% | +94.3% | +4.3% |
| 3M | +1.5% | -98.0% | +99.5% | +1.7% |
| 6M | +1.0% | -99.9% | +101.0% | +1.4% |
| YTD | +4.4% | -99.9% | +104.3% | +4.7% |
| 1Y | +0.8% | -100.0% | +100.8% | +1.1% |
| 3Y | +56.5% | -100.0% | +156.5% | +57.0% |
| 5Y | +47.7% | -100.0% | +147.7% | +48.2% |
| 10Y | +64.4% | -100.0% | +164.4% | +65.0% |
| All | +184.4% | -100.0% | +284.4% | +184.2% |
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