+3,343.2%
PEP vs VICR
+10,134.2%
-6,791.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.7% | +2.4% |
| 7D | +2.9% | +8.3% | -5.4% | +2.4% |
| 30D | +12.5% | -35.2% | +47.7% | +14.6% |
| 3M | +4.5% | -29.8% | +34.4% | +5.5% |
| 6M | -0.5% | -48.6% | +48.1% | +1.1% |
| YTD | +4.4% | +45.1% | -40.7% | -1.8% |
| 1Y | +4.4% | +79.6% | -75.2% | -3.3% |
| 3Y | -3.4% | +335.4% | -338.8% | -18.4% |
| 5Y | +5.2% | -1.0% | +6.2% | -5.2% |
| 10Y | +92.1% | +993.1% | -901.0% | +39.1% |
| All | +3,343.2% | +10,134.2% | -6,791.1% | +1,314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling