-100.0%
VIVK vs PENG
+118.5%
-218.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.4% | -18.8% | -13.2% |
| 7D | -1.4% | +4.5% | -5.9% | -2.1% |
| 30D | -43.6% | -7.1% | -36.5% | -43.4% |
| 3M | -95.1% | -27.3% | -67.9% | -94.7% |
| 6M | -98.2% | +169.6% | -267.8% | -98.6% |
| YTD | -97.9% | +164.6% | -262.5% | -98.3% |
| 1Y | -100.0% | +109.5% | -209.4% | -100.0% |
| All | -100.0% | +118.5% | -218.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling