+1,021.0%
VICR vs PSLV
+109.5%
+911.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +10.9% | +11.1% |
| 7D | +5.0% | -3.5% | +8.4% | +5.9% |
| 30D | -12.5% | -2.1% | -10.3% | -12.1% |
| 3M | -33.6% | -1.6% | -32.0% | -33.6% |
| 6M | +10.7% | -25.5% | +36.2% | +18.7% |
| YTD | +80.6% | -11.4% | +92.0% | +83.4% |
| 1Y | +288.4% | +48.6% | +239.8% | +253.1% |
| 3Y | +213.8% | +166.9% | +46.9% | +152.7% |
| 5Y | +58.8% | +152.4% | -93.6% | +28.2% |
| 10Y | +1,671.8% | +187.8% | +1,484.0% | +1,276.1% |
| All | +1,021.0% | +109.5% | +911.5% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling