+202.9%
PWR vs VIVK
-100.0%
+302.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | -0.2% | -9.5% | +9.3% | -0.2% |
| 30D | -7.7% | -35.1% | +27.4% | -7.8% |
| 3M | -4.9% | -93.4% | +88.4% | -4.8% |
| 6M | +9.7% | -98.0% | +107.7% | +10.0% |
| YTD | +46.7% | -97.9% | +144.5% | +45.9% |
| 1Y | +58.7% | -100.0% | +158.7% | +61.1% |
| All | +202.9% | -100.0% | +302.8% | +189.7% |
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