+2,521.4%
PWR vs VIVK
-100.0%
+2,621.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.4% | +12.5% | +5.2% |
| 7D | +4.2% | -4.4% | +8.6% | +4.2% |
| 30D | -4.0% | -40.8% | +36.8% | -4.0% |
| 3M | -4.8% | -94.1% | +89.4% | -4.3% |
| 6M | +14.6% | -98.2% | +112.8% | +15.4% |
| YTD | +54.2% | -98.0% | +152.3% | +54.7% |
| 1Y | +67.1% | -100.0% | +167.1% | +69.5% |
| 3Y | +218.5% | -100.0% | +318.4% | +222.0% |
| 5Y | +466.3% | -100.0% | +566.3% | +472.3% |
| All | +2,521.4% | -100.0% | +2,621.4% | +2,623.2% |
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 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