-100.0%
VIVK vs PFGC
+12.5%
-112.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +13.5% | -41.0% | -21.2% |
| 7D | -68.7% | +13.9% | -82.5% | -65.9% |
| 30D | -90.0% | +18.4% | -108.4% | -89.1% |
| 3M | -98.1% | -2.5% | -95.5% | -97.9% |
| 6M | -99.9% | +26.0% | -125.9% | -99.9% |
| YTD | -99.9% | +21.9% | -121.8% | -99.9% |
| 1Y | -100.0% | +13.4% | -113.4% | -100.0% |
| All | -100.0% | +12.5% | -112.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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