-100.0%
VIVK vs PR
+77.1%
-177.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.3% | -7.7% | -7.4% |
| 7D | -4.4% | +1.8% | -6.2% | -4.5% |
| 30D | -40.8% | +10.9% | -51.7% | -41.1% |
| 3M | -94.1% | +24.5% | -118.7% | -94.0% |
| 6M | -98.2% | +25.0% | -123.2% | -98.0% |
| YTD | -98.0% | +72.4% | -170.4% | -97.1% |
| 1Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +77.1% | -177.1% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling