+906.5%
PAAS vs VICR
+863.4%
+43.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.9% |
| 7D | -7.0% | +21.9% | -29.0% | -9.0% |
| 30D | -15.3% | -38.4% | +23.1% | -11.5% |
| 3M | -27.7% | -27.2% | -0.6% | -26.4% |
| 6M | -40.5% | -43.7% | +3.2% | -38.4% |
| YTD | -26.5% | +50.3% | -76.8% | -32.1% |
| 1Y | -0.8% | +74.6% | -75.3% | -9.8% |
| 3Y | +196.9% | +351.2% | -154.3% | +135.5% |
| 5Y | +49.2% | +2.5% | +46.7% | +30.1% |
| 10Y | +199.4% | +1,031.9% | -832.5% | +98.6% |
| All | +906.5% | +863.4% | +43.1% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling