-100.0%
VIVK vs PFGC
+59.5%
-159.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.6% |
| 7D | -9.5% | -4.8% | -4.6% | -8.7% |
| 30D | -35.1% | -17.2% | -17.9% | -32.9% |
| 3M | -93.4% | -6.3% | -87.0% | -93.2% |
| 6M | -98.0% | +8.8% | -106.8% | -98.0% |
| YTD | -97.9% | +4.9% | -102.8% | -97.9% |
| 1Y | -100.0% | -9.5% | -90.5% | -100.0% |
| All | -100.0% | +59.5% | -159.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling