+75.3%
PEP vs VICR
+1,679.8%
-1,604.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.5% |
| 7D | -1.0% | +5.0% | -5.9% | -1.1% |
| 30D | -0.7% | -12.5% | +11.8% | -0.4% |
| 3M | -4.1% | -33.6% | +29.5% | -3.5% |
| 6M | -13.1% | +10.7% | -23.7% | -14.9% |
| YTD | -2.1% | +80.6% | -82.7% | -6.6% |
| 1Y | -1.7% | +288.4% | -290.0% | -9.9% |
| 3Y | -15.1% | +213.8% | -228.9% | -23.0% |
| 5Y | +3.1% | +58.8% | -55.7% | -4.8% |
| All | +75.3% | +1,679.8% | -1,604.5% | +32.1% |
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