+3.2%
PEP vs VICR
+46.6%
-43.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.3% |
| 7D | -1.7% | +1.3% | -2.9% | -1.7% |
| 30D | +0.3% | -11.9% | +12.2% | +0.1% |
| 3M | -3.2% | -35.1% | +31.9% | -3.7% |
| 6M | -13.6% | +8.1% | -21.7% | -14.0% |
| YTD | -1.9% | +67.8% | -69.6% | -2.5% |
| 1Y | -0.6% | +267.3% | -267.9% | -1.6% |
| 3Y | -13.6% | +191.2% | -204.8% | -14.4% |
| 5Y | +3.2% | +48.1% | -44.9% | -0.5% |
| All | +3.2% | +46.6% | -43.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling