-100.0%
VIVK vs PNR
-43.1%
-56.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.3% | -12.6% | -12.6% |
| 7D | -1.4% | -2.4% | +1.0% | +0.5% |
| 30D | -43.6% | -12.8% | -30.9% | -37.1% |
| 3M | -95.1% | -17.0% | -78.1% | -94.2% |
| 6M | -98.2% | -37.4% | -60.8% | -97.0% |
| YTD | -97.9% | -41.6% | -56.3% | -96.3% |
| 1Y | -100.0% | -44.6% | -55.3% | -99.9% |
| All | -100.0% | -43.1% | -56.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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