+315.0%
PBF vs VICR
+2,878.5%
-2,563.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.1% |
| 7D | +6.5% | +8.3% | -1.8% | +4.8% |
| 30D | -20.0% | -35.2% | +15.2% | -14.3% |
| 3M | -3.3% | -29.8% | +26.5% | +0.5% |
| 6M | +76.8% | -48.6% | +125.4% | +88.3% |
| YTD | +168.9% | +45.1% | +123.8% | +119.5% |
| 1Y | +96.4% | +79.6% | +16.8% | +52.4% |
| 3Y | +77.2% | +335.4% | -258.2% | +2.9% |
| 5Y | +417.7% | -1.0% | +418.8% | +283.4% |
| 10Y | +264.7% | +993.1% | -728.4% | +48.0% |
| All | +315.0% | +2,878.5% | -2,563.5% | +55.1% |
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