+2,687.3%
PWR vs VIVK
-100.0%
+2,787.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.5% | -1.9% |
| 7D | +2.7% | -7.9% | +10.5% | +2.7% |
| 30D | -5.1% | -42.0% | +36.8% | -5.1% |
| 3M | -9.4% | -92.5% | +83.1% | -9.4% |
| 6M | +10.4% | -98.0% | +108.4% | +10.4% |
| YTD | +48.6% | -97.9% | +146.5% | +48.7% |
| 1Y | +68.0% | -100.0% | +168.0% | +68.1% |
| 3Y | +204.7% | -100.0% | +304.7% | +204.9% |
| 5Y | +451.9% | -100.0% | +551.9% | +452.2% |
| 10Y | +2,425.3% | -100.0% | +2,525.3% | +2,429.4% |
| All | +2,687.3% | -100.0% | +2,787.3% | +2,666.3% |
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