+47.6%
PANW vs VICR
+52.1%
-4.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -15.1% | +5.5% | -8.2% |
| 7D | -17.3% | -34.6% | +17.3% | -14.4% |
| 30D | -25.1% | -54.9% | +29.8% | -20.7% |
| 3M | -13.2% | -38.3% | +25.1% | -9.9% |
| 6M | +71.0% | -49.2% | +120.2% | +78.1% |
| YTD | +70.8% | +23.3% | +47.6% | +59.1% |
| 1Y | +47.6% | +42.4% | +5.2% | +32.3% |
| All | +47.6% | +52.1% | -4.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling