+225.7%
VIK vs PSLV
+134.6%
+91.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.9% | -3.5% | +2.5% | -0.4% |
| 30D | -18.4% | -2.1% | -16.3% | -18.2% |
| 3M | -8.8% | -1.6% | -7.1% | -8.9% |
| 6M | +17.1% | -25.5% | +42.6% | +21.8% |
| YTD | +19.0% | -11.4% | +30.5% | +16.3% |
| 1Y | +30.1% | +48.6% | -18.4% | +11.0% |
| All | +225.7% | +134.6% | +91.1% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling