+13.5%
PSA vs VIVK
-100.0%
+113.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -3.6% | -9.5% | +5.8% | -3.6% |
| 30D | -9.4% | -35.1% | +25.7% | -9.2% |
| 3M | -8.2% | -93.4% | +85.2% | -7.1% |
| 6M | -1.8% | -98.0% | +96.1% | -0.3% |
| YTD | +15.7% | -97.9% | +113.6% | +17.2% |
| 1Y | +6.3% | -100.0% | +106.2% | +9.4% |
| 3Y | +21.6% | -100.0% | +121.5% | +23.8% |
| 5Y | +13.5% | -100.0% | +113.5% | +15.1% |
| All | +13.5% | -100.0% | +113.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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