-100.0%
VIVK vs PFG
+92.7%
-192.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.5% | -8.0% | -7.6% |
| 7D | -57.7% | +2.4% | -60.1% | -58.0% |
| 30D | -87.3% | +5.9% | -93.1% | -87.5% |
| 3M | -98.9% | -0.4% | -98.5% | -98.9% |
| 6M | -100.0% | +14.8% | -114.8% | -100.0% |
| YTD | -100.0% | +31.9% | -131.9% | -100.0% |
| 1Y | -100.0% | +38.8% | -138.8% | -100.0% |
| 3Y | -100.0% | +82.4% | -182.4% | -100.0% |
| All | -100.0% | +92.7% | -192.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling