-100.0%
VIVK vs PR
+64.2%
-164.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +1.9% | +32.2% | +33.9% |
| 7D | -42.9% | -16.4% | -26.5% | -42.0% |
| 30D | -88.6% | -1.9% | -86.7% | -88.5% |
| 3M | -97.7% | +8.0% | -105.6% | -97.7% |
| 6M | -99.9% | +4.1% | -104.0% | -99.9% |
| YTD | -99.9% | +58.7% | -158.6% | -99.9% |
| 1Y | -100.0% | +75.8% | -175.8% | -100.0% |
| 3Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +64.2% | -164.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling