+3,267.9%
PEP vs VICR
+10,497.2%
-7,229.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -1.1% |
| 7D | -0.3% | +21.9% | -22.2% | -1.5% |
| 30D | +11.8% | -38.4% | +50.1% | +14.2% |
| 3M | +3.7% | -27.2% | +30.8% | +4.4% |
| 6M | -4.3% | -43.7% | +39.4% | -3.3% |
| YTD | +2.1% | +50.3% | -48.1% | -4.1% |
| 1Y | +2.5% | +74.6% | -72.0% | -4.8% |
| 3Y | -5.0% | +351.2% | -356.2% | -19.9% |
| 5Y | +2.9% | +2.5% | +0.4% | -7.4% |
| 10Y | +87.9% | +1,031.9% | -944.0% | +35.8% |
| All | +3,267.9% | +10,497.2% | -7,229.3% | +1,281.3% |
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 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