-4.3%
PEP vs VICR
-45.7%
+41.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -1.4% |
| 7D | -0.3% | +21.9% | -22.2% | +1.9% |
| 30D | +11.8% | -38.4% | +50.1% | +7.3% |
| 3M | +3.7% | -27.2% | +30.8% | +1.5% |
| 6M | -4.3% | -43.7% | +39.4% | -8.3% |
| All | -4.3% | -45.7% | +41.3% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling