-100.0%
VIVK vs PNR
-47.6%
-52.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.2% |
| 7D | -4.4% | -6.0% | +1.7% | +0.4% |
| 30D | -40.8% | -14.0% | -26.8% | -33.1% |
| 3M | -94.1% | -21.7% | -72.4% | -92.5% |
| 6M | -98.2% | -37.3% | -60.9% | -96.9% |
| YTD | -98.0% | -45.1% | -52.9% | -96.2% |
| 1Y | -100.0% | -49.1% | -50.8% | -99.9% |
| All | -100.0% | -47.6% | -52.4% | -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