-100.0%
VIVK vs PTC
+992.3%
-1,092.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.0% | -6.3% | -12.0% |
| 7D | -1.4% | -10.3% | +8.9% | -0.8% |
| 30D | -43.6% | +1.1% | -44.8% | -43.6% |
| 3M | -95.1% | +1.6% | -96.7% | -95.1% |
| 6M | -98.2% | -13.5% | -84.7% | -98.2% |
| YTD | -97.9% | -19.1% | -78.9% | -97.9% |
| 1Y | -100.0% | -33.9% | -66.1% | -100.0% |
| 3Y | -100.0% | -3.9% | -96.1% | -100.0% |
| 5Y | -100.0% | +6.0% | -106.0% | -100.0% |
| 10Y | -100.0% | +223.7% | -323.7% | -100.0% |
| All | -100.0% | +992.3% | -1,092.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling