+287.1%
PCAR vs VICR
+978.3%
-691.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.7% |
| 7D | +4.9% | +8.3% | -3.3% | +4.0% |
| 30D | -1.4% | -35.2% | +33.8% | +2.4% |
| 3M | -18.1% | -29.8% | +11.7% | -16.6% |
| 6M | -4.0% | -48.6% | +44.6% | -0.2% |
| YTD | -1.5% | +45.1% | -46.6% | -11.9% |
| 1Y | +13.2% | +79.6% | -66.4% | -1.5% |
| 3Y | +35.8% | +335.4% | -299.6% | -0.3% |
| 5Y | +114.6% | -1.0% | +115.7% | +82.0% |
| All | +287.1% | +978.3% | -691.2% | +115.1% |
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 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