-100.0%
VIVK vs PENG
+597.2%
-697.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +12.4% | +21.7% | +32.4% |
| 7D | -42.9% | -19.4% | -23.5% | -40.8% |
| 30D | -88.6% | -42.4% | -46.2% | -87.7% |
| 3M | -97.7% | -25.6% | -72.0% | -97.6% |
| 6M | -99.9% | +7.3% | -107.2% | -99.9% |
| YTD | -99.9% | +113.9% | -213.8% | -99.9% |
| 1Y | -100.0% | +93.6% | -193.6% | -100.0% |
| 3Y | -100.0% | +170.2% | -270.2% | -100.0% |
| 5Y | -100.0% | +44.2% | -144.2% | -100.0% |
| All | -100.0% | +597.2% | -697.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling