-97.7%
VIVK vs PENG
-21.4%
-76.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +12.4% | +21.7% | +27.7% |
| 7D | -42.9% | -19.4% | -23.5% | -38.1% |
| 30D | -88.6% | -42.4% | -46.2% | -87.3% |
| 3M | -97.7% | -25.6% | -72.0% | -97.4% |
| All | -97.7% | -21.4% | -76.3% | -97.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling