-5.5%
PEP vs VICR
+352.1%
-357.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -1.3% |
| 7D | -0.3% | +21.9% | -22.2% | +0.7% |
| 30D | +11.8% | -38.4% | +50.1% | +9.8% |
| 3M | +3.7% | -27.2% | +30.8% | +2.9% |
| 6M | -4.3% | -43.7% | +39.4% | -5.5% |
| YTD | +2.1% | +50.3% | -48.1% | +3.5% |
| 1Y | +2.5% | +74.6% | -72.0% | +4.2% |
| All | -5.5% | +352.1% | -357.6% | -1.8% |
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 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