-100.0%
VIVK vs PR
+433.6%
-533.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -11.9% |
| 7D | -1.4% | +2.9% | -4.3% | -2.1% |
| 30D | -43.6% | +18.0% | -61.7% | -45.8% |
| 3M | -95.1% | +16.9% | -112.0% | -95.3% |
| 6M | -98.2% | +28.2% | -126.4% | -98.3% |
| YTD | -97.9% | +69.3% | -167.3% | -98.2% |
| 1Y | -100.0% | +69.5% | -169.5% | -100.0% |
| 3Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +433.6% | -533.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling