-100.0%
VIVK vs PR
+101.2%
-201.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.4% | +7.6% |
| 7D | +13.1% | -0.6% | +13.6% | +13.1% |
| 30D | -29.7% | +17.4% | -47.0% | -30.4% |
| 3M | -93.0% | +21.8% | -114.7% | -93.1% |
| 6M | -98.0% | +27.6% | -125.6% | -98.0% |
| YTD | -97.8% | +71.4% | -169.2% | -97.8% |
| 1Y | -100.0% | +78.3% | -178.3% | -100.0% |
| 3Y | -100.0% | +85.5% | -185.5% | -100.0% |
| 5Y | -100.0% | +422.7% | -522.6% | -100.0% |
| 10Y | -100.0% | +87.1% | -187.1% | -100.0% |
| All | -100.0% | +101.2% | -201.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling