-100.0%
VIVK vs PFGC
+409.4%
-509.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.5% | +7.9% |
| 7D | +13.1% | -2.4% | +15.5% | +13.4% |
| 30D | -29.7% | -15.8% | -13.9% | -28.2% |
| 3M | -93.0% | -0.6% | -92.4% | -93.0% |
| 6M | -98.0% | +10.7% | -108.6% | -98.0% |
| YTD | -97.8% | +7.6% | -105.4% | -97.8% |
| 1Y | -100.0% | -7.8% | -92.1% | -100.0% |
| 3Y | -100.0% | +63.7% | -163.7% | -100.0% |
| 5Y | -100.0% | +112.3% | -212.3% | -100.0% |
| 10Y | -100.0% | +286.7% | -386.7% | -100.0% |
| All | -100.0% | +409.4% | -509.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling