+542.7%
PBR vs VICR
+57.6%
+485.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.2% | -12.0% | -1.3% |
| 7D | +5.4% | +5.0% | +0.4% | +5.1% |
| 30D | +22.9% | -12.5% | +35.3% | +23.4% |
| 3M | +19.6% | -33.6% | +53.2% | +21.0% |
| 6M | +16.5% | +10.7% | +5.8% | +13.8% |
| YTD | +86.7% | +80.6% | +6.1% | +76.9% |
| 1Y | +74.7% | +288.4% | -213.6% | +57.6% |
| 3Y | +102.6% | +213.8% | -111.2% | +80.8% |
| All | +542.7% | +57.6% | +485.0% | +484.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling