+32.8%
PFE vs VICR
+1,679.8%
-1,647.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.9% | -0.2% |
| 7D | -2.6% | +5.0% | -7.5% | -2.8% |
| 30D | +5.4% | -12.5% | +17.8% | +5.8% |
| 3M | +7.8% | -33.6% | +41.4% | +9.1% |
| 6M | +5.0% | +10.7% | -5.6% | +2.8% |
| YTD | +17.1% | +80.6% | -63.5% | +11.3% |
| 1Y | +19.3% | +288.4% | -269.0% | +8.4% |
| 3Y | -0.9% | +213.8% | -214.7% | -11.0% |
| 5Y | -20.8% | +58.8% | -79.6% | -27.7% |
| All | +32.8% | +1,679.8% | -1,647.0% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling