-100.0%
VIVK vs PENG
+120.5%
-220.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -9.1% | -18.4% | -26.1% |
| 7D | -68.7% | -20.5% | -48.2% | -67.4% |
| 30D | -90.0% | -20.4% | -69.7% | -89.7% |
| 3M | -98.1% | -16.4% | -81.6% | -98.0% |
| 6M | -99.9% | +49.2% | -149.1% | -99.9% |
| YTD | -99.9% | +147.2% | -247.1% | -99.9% |
| 1Y | -100.0% | +124.7% | -224.7% | -100.0% |
| All | -100.0% | +120.5% | -220.5% | -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