-81.0%
PYPL vs VIVK
-100.0%
+19.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +2.2% |
| 7D | -5.9% | -9.5% | +3.5% | -5.9% |
| 30D | -9.4% | -35.1% | +25.7% | -9.4% |
| 3M | +31.3% | -93.4% | +124.7% | +32.0% |
| 6M | +19.1% | -98.0% | +117.1% | +20.1% |
| YTD | -7.9% | -97.9% | +90.0% | -7.4% |
| 1Y | -17.9% | -100.0% | +82.1% | -16.5% |
| 3Y | -11.6% | -100.0% | +88.4% | -11.6% |
| 5Y | -81.0% | -100.0% | +19.0% | -81.0% |
| All | -81.0% | -100.0% | +19.0% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling