-100.0%
VIVK vs PFG
+51.4%
-151.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.5% | -10.8% | -12.2% |
| 7D | -1.4% | +5.5% | -6.9% | -1.7% |
| 30D | -43.6% | +2.4% | -46.0% | -44.0% |
| 3M | -95.1% | +13.6% | -108.7% | -95.1% |
| 6M | -98.2% | +27.9% | -126.1% | -98.3% |
| YTD | -97.9% | +35.6% | -133.5% | -98.2% |
| 1Y | -100.0% | +48.5% | -148.4% | -100.0% |
| All | -100.0% | +51.4% | -151.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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