-100.0%
VIVK vs PFGC
-5.1%
-94.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.5% | -11.8% | -12.3% |
| 7D | -1.4% | -2.2% | +0.8% | -1.4% |
| 30D | -43.6% | -11.9% | -31.7% | -43.8% |
| 3M | -95.1% | +5.0% | -100.1% | -95.0% |
| 6M | -98.2% | +8.6% | -106.8% | -98.1% |
| YTD | -97.9% | +9.7% | -107.6% | -97.8% |
| 1Y | -100.0% | -6.3% | -93.7% | -100.0% |
| All | -100.0% | -5.1% | -94.9% | -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