+237.5%
VIK vs PSKY
-2.1%
+239.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +3.6% | +2.4% | +1.2% | +3.4% |
| 30D | -16.7% | +17.5% | -34.3% | -17.6% |
| 3M | -1.1% | +4.4% | -5.5% | -1.4% |
| 6M | +27.8% | -9.0% | +36.8% | +28.3% |
| YTD | +23.3% | -18.6% | +41.9% | +24.7% |
| 1Y | +38.2% | -27.7% | +65.9% | +40.2% |
| All | +237.5% | -2.1% | +239.6% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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