-100.0%
VIVK vs PPG
+38.5%
-138.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +5.0% | -32.4% | -27.2% |
| 7D | -68.7% | +7.5% | -76.1% | -68.6% |
| 30D | -90.0% | +20.9% | -110.9% | -90.1% |
| 3M | -98.1% | +8.7% | -106.8% | -98.1% |
| 6M | -99.9% | +23.8% | -123.8% | -99.9% |
| YTD | -99.9% | +26.5% | -126.4% | -99.9% |
| 1Y | -100.0% | +37.6% | -137.6% | -100.0% |
| All | -100.0% | +38.5% | -138.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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