+344.9%
PBF vs VICR
+3,520.2%
-3,175.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.7% | +2.8% |
| 7D | +2.4% | +9.8% | -7.5% | +0.5% |
| 30D | +24.9% | -12.6% | +37.5% | +27.4% |
| 3M | +81.9% | -29.7% | +111.6% | +89.5% |
| 6M | +79.4% | +18.8% | +60.5% | +59.8% |
| YTD | +188.3% | +76.4% | +111.9% | +132.1% |
| 1Y | +177.3% | +282.4% | -105.1% | +84.9% |
| 3Y | +56.0% | +206.2% | -150.2% | +0.4% |
| 5Y | +804.0% | +53.9% | +750.1% | +517.3% |
| 10Y | +334.1% | +1,572.3% | -1,238.2% | +68.3% |
| All | +344.9% | +3,520.2% | -3,175.4% | +64.0% |
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