+715.8%
PSA vs VIVK
-100.0%
+815.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -0.1% |
| 7D | -0.4% | +13.1% | -13.5% | -0.4% |
| 30D | -8.2% | -29.7% | +21.5% | -8.1% |
| 3M | -2.1% | -93.0% | +90.8% | -2.0% |
| 6M | -0.2% | -98.0% | +97.8% | 0.0% |
| YTD | +18.5% | -97.8% | +116.3% | +18.7% |
| 1Y | +6.6% | -100.0% | +106.5% | +7.0% |
| 3Y | +24.5% | -100.0% | +124.4% | +24.8% |
| 5Y | +13.6% | -100.0% | +113.6% | +13.9% |
| 10Y | +102.0% | -100.0% | +202.0% | +102.2% |
| All | +715.8% | -100.0% | +815.8% | +719.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling