+95.5%
PEP vs VICR
+978.3%
-882.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.7% | +2.3% |
| 7D | +2.9% | +8.3% | -5.4% | +2.7% |
| 30D | +12.5% | -35.2% | +47.7% | +13.4% |
| 3M | +4.5% | -29.8% | +34.4% | +4.9% |
| 6M | -0.5% | -48.6% | +48.1% | +0.2% |
| YTD | +4.4% | +45.1% | -40.7% | -0.3% |
| 1Y | +4.4% | +79.6% | -75.2% | -1.4% |
| 3Y | -3.4% | +335.4% | -338.8% | -15.5% |
| 5Y | +5.2% | -1.0% | +6.2% | +0.1% |
| All | +95.5% | +978.3% | -882.8% | +44.6% |
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