-100.0%
VIVK vs PEG
+350.0%
-450.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +6.9% | +7.5% |
| 7D | +13.1% | +1.0% | +12.0% | +12.8% |
| 30D | -29.7% | -1.9% | -27.8% | -29.4% |
| 3M | -93.0% | -3.7% | -89.3% | -92.9% |
| 6M | -98.0% | -9.4% | -88.5% | -97.9% |
| YTD | -97.8% | -6.0% | -91.8% | -97.7% |
| 1Y | -100.0% | -4.4% | -95.6% | -100.0% |
| 3Y | -100.0% | +33.5% | -133.5% | -100.0% |
| 5Y | -100.0% | +35.7% | -135.7% | -100.0% |
| 10Y | -100.0% | +140.4% | -240.4% | -100.0% |
| All | -100.0% | +350.0% | -450.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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