-100.0%
VIVK vs PFGC
+292.9%
-392.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.3% |
| 7D | -4.4% | -4.8% | +0.4% | -3.8% |
| 30D | -40.8% | -12.5% | -28.3% | -39.8% |
| 3M | -94.1% | -9.7% | -84.4% | -94.1% |
| 6M | -98.2% | +7.0% | -105.2% | -98.2% |
| YTD | -98.0% | +4.5% | -102.5% | -98.0% |
| 1Y | -100.0% | -11.6% | -88.4% | -100.0% |
| 3Y | -100.0% | +58.5% | -158.5% | -100.0% |
| 5Y | -100.0% | +112.6% | -212.6% | -100.0% |
| All | -100.0% | +292.9% | -392.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling