+63.2%
PAAS vs VICR
+3.5%
+59.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.7% |
| 7D | +4.2% | -9.7% | +13.9% | +5.1% |
| 30D | -13.8% | -39.2% | +25.4% | -8.8% |
| 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% | -29.5% |
| 1Y | +7.7% | +75.0% | -67.3% | -4.4% |
| 3Y | +214.0% | +343.0% | -128.9% | +135.3% |
| 5Y | +63.2% | +3.9% | +59.3% | +37.2% |
| All | +63.2% | +3.5% | +59.7% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling