-100.0%
VIVK vs PNR
-14.5%
-85.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.3% |
| 7D | -4.4% | -6.0% | +1.7% | -1.7% |
| 30D | -40.8% | -14.0% | -26.8% | -36.6% |
| 3M | -94.1% | -21.7% | -72.4% | -93.3% |
| 6M | -98.2% | -37.3% | -60.9% | -97.7% |
| YTD | -98.0% | -45.1% | -52.9% | -97.4% |
| 1Y | -100.0% | -49.1% | -50.8% | -100.0% |
| 3Y | -100.0% | -14.8% | -85.1% | -100.0% |
| All | -100.0% | -14.5% | -85.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling