-100.0%
VIVK vs PTC
-8.0%
-92.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.5% | +13.2% | +11.2% |
| 7D | +13.1% | -12.8% | +25.8% | +23.3% |
| 30D | -29.7% | -9.8% | -19.9% | -24.9% |
| 3M | -93.0% | -2.1% | -90.9% | -93.0% |
| 6M | -98.0% | -18.1% | -79.9% | -97.6% |
| YTD | -97.8% | -23.5% | -74.3% | -97.3% |
| 1Y | -100.0% | -37.4% | -62.6% | -100.0% |
| 3Y | -100.0% | -7.2% | -92.8% | -100.0% |
| All | -100.0% | -8.0% | -92.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling