+1,641.2%
PBR vs VICR
+463.4%
+1,177.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.5% |
| 7D | +0.3% | +1.3% | -0.9% | 0.0% |
| 30D | +17.5% | -11.9% | +29.5% | +19.7% |
| 3M | +20.9% | -35.1% | +56.0% | +28.1% |
| 6M | +20.2% | +8.1% | +12.1% | +9.7% |
| YTD | +84.3% | +67.8% | +16.5% | +50.4% |
| 1Y | +77.1% | +267.3% | -190.2% | +18.9% |
| 3Y | +100.8% | +191.2% | -90.4% | +28.5% |
| 5Y | +556.1% | +48.1% | +508.0% | +328.1% |
| 10Y | +676.1% | +1,546.1% | -870.1% | +137.7% |
| All | +1,641.2% | +463.4% | +1,177.8% | +280.8% |
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