-100.0%
VIVK vs PENG
+689.3%
-789.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.5% | -2.0% | -6.8% |
| 7D | -57.7% | +13.2% | -70.9% | -58.6% |
| 30D | -87.3% | -29.9% | -57.3% | -86.7% |
| 3M | -98.9% | -22.2% | -76.7% | -98.9% |
| 6M | -100.0% | -1.9% | -98.1% | -100.0% |
| YTD | -100.0% | +142.1% | -242.1% | -100.0% |
| 1Y | -100.0% | +151.5% | -251.5% | -100.0% |
| 3Y | -100.0% | +206.9% | -306.9% | -100.0% |
| 5Y | -100.0% | +58.2% | -158.2% | -100.0% |
| All | -100.0% | +689.3% | -789.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling