-100.0%
VIVK vs PTC
+200.2%
-300.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -9.5% | -14.2% | +4.8% | -7.4% |
| 30D | -35.1% | -14.4% | -20.7% | -33.6% |
| 3M | -93.4% | -4.7% | -88.7% | -93.3% |
| 6M | -98.0% | -19.3% | -78.7% | -97.9% |
| YTD | -97.9% | -26.1% | -71.7% | -97.8% |
| 1Y | -100.0% | -37.1% | -62.9% | -100.0% |
| 3Y | -100.0% | -10.4% | -89.6% | -100.0% |
| 5Y | -100.0% | +2.5% | -102.5% | -100.0% |
| All | -100.0% | +200.2% | -300.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling