-22.2%
PFE vs VICR
+53.8%
-75.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.3% |
| 7D | -2.7% | +9.8% | -12.5% | -2.8% |
| 30D | +3.8% | -12.6% | +16.5% | +4.0% |
| 3M | +10.4% | -29.7% | +40.1% | +10.6% |
| 6M | +6.3% | +18.8% | -12.6% | +5.3% |
| YTD | +17.4% | +76.4% | -59.0% | +15.3% |
| 1Y | +21.1% | +282.4% | -261.2% | +17.2% |
| 3Y | -1.6% | +206.2% | -207.8% | -5.1% |
| 5Y | -22.2% | +53.9% | -76.1% | -27.0% |
| All | -22.2% | +53.8% | -75.9% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling