-100.0%
VIVK vs PENG
+120.3%
-220.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +10.3% | -24.7% | -16.5% |
| 7D | -48.0% | +1.9% | -49.9% | -48.6% |
| 30D | -88.4% | -37.8% | -50.7% | -87.9% |
| 3M | -98.7% | -14.1% | -84.6% | -98.7% |
| 6M | -100.0% | +13.1% | -113.1% | -99.9% |
| YTD | -100.0% | +151.8% | -251.7% | -100.0% |
| 1Y | -100.0% | +136.0% | -236.0% | -100.0% |
| All | -100.0% | +120.3% | -220.3% | -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 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