+341.8%
PBF vs VICR
+1,679.8%
-1,338.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | -0.6% |
| 7D | +5.3% | +5.0% | +0.4% | +4.2% |
| 30D | +11.7% | -12.5% | +24.2% | +14.0% |
| 3M | +91.1% | -33.6% | +124.7% | +102.0% |
| 6M | +88.4% | +10.7% | +77.8% | +69.1% |
| YTD | +194.1% | +80.6% | +113.5% | +131.0% |
| 1Y | +180.4% | +288.4% | -108.0% | +79.7% |
| 3Y | +59.3% | +213.8% | -154.5% | -2.1% |
| 5Y | +816.3% | +58.8% | +757.4% | +505.1% |
| All | +341.8% | +1,679.8% | -1,338.0% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling