-100.0%
VIVK vs PTC
+0.1%
-100.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +0.6% | -28.0% | -27.8% |
| 7D | -68.7% | +0.1% | -68.8% | -68.7% |
| 30D | -90.0% | +1.5% | -91.5% | -90.1% |
| 3M | -98.1% | +37.8% | -135.8% | -98.5% |
| 6M | -99.9% | +41.2% | -141.2% | -99.9% |
| YTD | -99.9% | +12.0% | -112.0% | -99.9% |
| 1Y | -100.0% | +1.6% | -101.6% | -100.0% |
| All | -100.0% | +0.1% | -100.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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