+4,098.9%
PFE vs VICR
+10,134.2%
-6,035.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | -1.7% | +8.3% | -10.0% | -2.4% |
| 30D | +0.3% | -35.2% | +35.5% | +3.1% |
| 3M | +9.4% | -29.8% | +39.2% | +10.9% |
| 6M | +14.9% | -48.6% | +63.5% | +17.9% |
| YTD | +23.8% | +45.1% | -21.3% | +14.5% |
| 1Y | +19.5% | +79.6% | -60.0% | +8.4% |
| 3Y | +21.0% | +335.4% | -314.4% | -2.8% |
| 5Y | -23.9% | -1.0% | -22.9% | -33.5% |
| 10Y | +47.8% | +993.1% | -945.3% | -4.7% |
| All | +4,098.9% | +10,134.2% | -6,035.4% | +1,533.4% |
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