+35.6%
PFE vs VICR
+76.0%
-40.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.1% | +13.8% | +2.4% |
| 7D | +4.6% | -26.6% | +31.1% | +4.1% |
| 30D | +12.3% | -47.9% | +60.3% | +11.6% |
| 3M | +21.2% | -29.8% | +50.9% | +20.5% |
| 6M | +21.1% | -36.6% | +57.7% | +19.9% |
| YTD | +30.0% | +45.1% | -15.1% | +25.0% |
| 1Y | +35.6% | +80.0% | -44.4% | +29.0% |
| All | +35.6% | +76.0% | -40.4% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling