+797.8%
PH vs VICR
+1,679.8%
-881.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | -0.3% |
| 7D | -1.3% | +5.0% | -6.2% | -2.3% |
| 30D | -11.0% | -12.5% | +1.5% | -9.3% |
| 3M | +5.5% | -33.6% | +39.1% | +11.1% |
| 6M | +1.5% | +10.7% | -9.2% | -6.1% |
| YTD | +8.8% | +80.6% | -71.8% | -9.6% |
| 1Y | +24.5% | +288.4% | -263.9% | -13.2% |
| 3Y | +141.2% | +213.8% | -72.6% | +63.5% |
| 5Y | +256.3% | +58.8% | +197.4% | +154.1% |
| All | +797.8% | +1,679.8% | -881.9% | +235.9% |
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