-100.0%
VIVK vs PENG
+108.0%
-208.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +9.3% | -32.8% | -25.6% |
| 7D | -44.2% | -3.8% | -40.4% | -43.6% |
| 30D | -90.0% | -40.1% | -49.9% | -89.4% |
| 3M | -98.0% | -21.8% | -76.2% | -97.9% |
| 6M | -99.9% | +3.3% | -103.3% | -99.9% |
| YTD | -99.9% | +133.6% | -233.6% | -99.9% |
| All | -100.0% | +108.0% | -208.0% | -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