-100.0%
VIVK vs PTC
-0.9%
-99.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.3% | -3.1% | -4.8% |
| 7D | -7.9% | -13.6% | +5.7% | -1.3% |
| 30D | -42.0% | -14.7% | -27.3% | -37.5% |
| 3M | -92.5% | -5.9% | -86.6% | -92.3% |
| 6M | -98.0% | -21.1% | -76.9% | -97.7% |
| YTD | -97.9% | -26.0% | -71.9% | -97.6% |
| 1Y | -100.0% | -36.8% | -63.1% | -100.0% |
| 3Y | -100.0% | -10.3% | -89.7% | -100.0% |
| 5Y | -100.0% | +1.2% | -101.2% | -100.0% |
| All | -100.0% | -0.9% | -99.1% | -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 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