+214.0%
PAAS vs VICR
+345.4%
-131.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.7% |
| 7D | +4.2% | -9.7% | +13.9% | +5.2% |
| 30D | -13.8% | -39.2% | +25.4% | -8.4% |
| 3M | -22.7% | -22.6% | -0.2% | -21.7% |
| 6M | -32.1% | -37.0% | +4.9% | -30.6% |
| YTD | -22.3% | +47.5% | -69.8% | -30.2% |
| 1Y | +7.7% | +75.0% | -67.3% | -5.4% |
| 3Y | +214.0% | +343.0% | -128.9% | +106.8% |
| All | +214.0% | +345.4% | -131.4% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling