+221.9%
VIK vs PSLV
+133.9%
+87.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.3% |
| 7D | -1.8% | -4.9% | +3.0% | -1.0% |
| 30D | -17.3% | -1.9% | -15.4% | -17.1% |
| 3M | -5.1% | +4.2% | -9.2% | -6.2% |
| 6M | +16.2% | -27.6% | +43.8% | +21.3% |
| YTD | +17.6% | -11.7% | +29.3% | +15.0% |
| 1Y | +33.5% | +49.3% | -15.8% | +13.7% |
| All | +221.9% | +133.9% | +87.9% | +144.0% |
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 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