-100.0%
VIVK vs PFG
+49.5%
-149.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.4% | -7.5% |
| 7D | -4.4% | -0.4% | -3.9% | -4.4% |
| 30D | -40.8% | +2.9% | -43.7% | -41.2% |
| 3M | -94.1% | +6.7% | -100.9% | -94.2% |
| 6M | -98.2% | +33.8% | -132.0% | -98.3% |
| YTD | -98.0% | +35.0% | -133.0% | -98.3% |
| 1Y | -100.0% | +46.4% | -146.4% | -100.0% |
| All | -100.0% | +49.5% | -149.4% | -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