-100.0%
VIVK vs PENG
+106.3%
-206.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.5% | +7.8% |
| 7D | +13.1% | +7.8% | +5.3% | +11.7% |
| 30D | -29.7% | -12.2% | -17.5% | -28.7% |
| 3M | -93.0% | -20.6% | -72.3% | -92.5% |
| 6M | -98.0% | +180.9% | -278.9% | -98.4% |
| YTD | -97.8% | +162.3% | -260.0% | -98.2% |
| 1Y | -100.0% | +107.3% | -207.2% | -100.0% |
| All | -100.0% | +106.3% | -206.2% | -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