+263.3%
VICR vs PSLV
+57.1%
+206.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +0.4% | -0.6% | +1.1% | +0.7% |
| 30D | -13.9% | +7.3% | -21.2% | -16.5% |
| 3M | -38.4% | -7.4% | -31.0% | -36.8% |
| 6M | -7.2% | -20.3% | +13.1% | -0.5% |
| YTD | +72.0% | -8.2% | +80.3% | +74.4% |
| 1Y | +263.3% | +57.9% | +205.4% | +251.0% |
| All | +263.3% | +57.1% | +206.2% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling