-100.0%
VIVK vs PNR
+308.9%
-408.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | -9.5% | -5.5% | -4.0% | -9.0% |
| 30D | -35.1% | -15.6% | -19.5% | -34.0% |
| 3M | -93.4% | -20.2% | -73.2% | -93.2% |
| 6M | -98.0% | -36.6% | -61.4% | -97.9% |
| YTD | -97.9% | -45.0% | -52.9% | -97.7% |
| 1Y | -100.0% | -47.4% | -52.5% | -100.0% |
| 3Y | -100.0% | -13.7% | -86.3% | -100.0% |
| 5Y | -100.0% | -20.8% | -79.2% | -100.0% |
| 10Y | -100.0% | +65.2% | -165.2% | -100.0% |
| All | -100.0% | +308.9% | -408.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling