+197.9%
PAAS vs VICR
+1,016.5%
-818.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.9% |
| 7D | -7.0% | +21.9% | -29.0% | -9.4% |
| 30D | -15.3% | -38.4% | +23.1% | -10.8% |
| 3M | -27.7% | -27.2% | -0.6% | -26.2% |
| 6M | -40.5% | -43.7% | +3.2% | -38.1% |
| YTD | -26.5% | +50.3% | -76.8% | -33.2% |
| 1Y | -0.8% | +74.6% | -75.3% | -11.4% |
| 3Y | +196.9% | +351.2% | -154.3% | +125.7% |
| 5Y | +49.2% | +2.5% | +46.7% | +26.0% |
| All | +197.9% | +1,016.5% | -818.6% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling