-100.0%
VIVK vs PTC
+60.7%
-160.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.1% | -7.4% | -7.4% |
| 7D | -57.7% | +0.5% | -58.2% | -57.8% |
| 30D | -87.3% | +1.2% | -88.5% | -87.4% |
| 3M | -98.9% | +27.4% | -126.3% | -99.0% |
| 6M | -100.0% | +39.2% | -139.1% | -100.0% |
| YTD | -100.0% | +12.5% | -112.5% | -100.0% |
| 1Y | -100.0% | +12.3% | -112.3% | -100.0% |
| 3Y | -100.0% | +28.8% | -128.8% | -100.0% |
| All | -100.0% | +60.7% | -160.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling