+61.8%
PCAR vs VICR
+201.6%
-139.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | 0.0% | +9.8% | -9.8% | -0.9% |
| 30D | -7.7% | -12.6% | +4.9% | -6.8% |
| 3M | +3.7% | -29.7% | +33.4% | +6.1% |
| 6M | +2.3% | +18.8% | -16.5% | -2.7% |
| YTD | +12.8% | +76.4% | -63.6% | +2.1% |
| 1Y | +27.8% | +282.4% | -254.6% | +5.2% |
| 3Y | +61.8% | +206.2% | -144.4% | +35.9% |
| All | +61.8% | +201.6% | -139.8% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling