+111.0%
PBF vs VICR
+76.0%
+35.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.1% | +4.5% | -6.6% |
| 7D | -0.9% | -26.6% | +25.7% | -0.8% |
| 30D | -13.7% | -47.9% | +34.2% | -14.1% |
| 3M | +10.6% | -29.8% | +40.4% | +10.6% |
| 6M | +61.2% | -36.6% | +97.8% | +61.2% |
| YTD | +172.7% | +45.1% | +127.6% | +158.7% |
| 1Y | +111.0% | +80.0% | +31.0% | +90.4% |
| All | +111.0% | +76.0% | +35.1% | +90.4% |
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 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