-100.0%
VIVK vs PCOR
-33.1%
-66.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +10.8% | +8.2% |
| 7D | +13.1% | -6.9% | +20.0% | +14.5% |
| 30D | -29.7% | -1.5% | -28.1% | -29.5% |
| 3M | -93.0% | +18.5% | -111.5% | -93.2% |
| 6M | -98.0% | -4.7% | -93.3% | -98.0% |
| YTD | -97.8% | -22.8% | -75.0% | -97.7% |
| 1Y | -100.0% | -20.7% | -79.2% | -100.0% |
| 3Y | -100.0% | -14.6% | -85.4% | -100.0% |
| 5Y | -100.0% | -40.7% | -59.3% | -100.0% |
| All | -100.0% | -33.1% | -66.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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