-100.0%
VIVK vs PFG
+688.5%
-788.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +7.8% |
| 7D | +13.1% | +6.0% | +7.1% | +12.2% |
| 30D | -29.7% | +2.2% | -31.9% | -29.8% |
| 3M | -93.0% | +10.4% | -103.3% | -93.1% |
| 6M | -98.0% | +27.8% | -125.7% | -98.0% |
| YTD | -97.8% | +33.6% | -131.4% | -97.9% |
| 1Y | -100.0% | +49.3% | -149.3% | -100.0% |
| 3Y | -100.0% | +69.7% | -169.7% | -100.0% |
| 5Y | -100.0% | +111.3% | -211.3% | -100.0% |
| 10Y | -100.0% | +240.3% | -340.3% | -100.0% |
| All | -100.0% | +688.5% | -788.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling