-100.0%
VIVK vs PCOR
-10.3%
-89.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -0.4% | +34.5% | +34.1% |
| 7D | -42.9% | +22.7% | -65.7% | -45.0% |
| 30D | -88.6% | +37.5% | -126.1% | -89.2% |
| 3M | -97.7% | +35.2% | -132.9% | -97.8% |
| 6M | -99.9% | +42.2% | -142.1% | -99.9% |
| YTD | -99.9% | +3.6% | -103.5% | -99.9% |
| 1Y | -100.0% | -4.8% | -95.2% | -100.0% |
| 3Y | -100.0% | +48.3% | -148.3% | -100.0% |
| 5Y | -100.0% | -20.1% | -79.9% | -100.0% |
| All | -100.0% | -10.3% | -89.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling