+22.4%
PH vs VICR
+254.3%
-231.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -11.8% | -15.6% | +3.8% | -10.8% |
| 3M | +6.9% | -35.4% | +42.3% | +9.5% |
| 6M | -1.3% | +1.3% | -2.5% | -4.7% |
| YTD | +7.0% | +62.5% | -55.5% | +2.2% |
| All | +22.4% | +254.3% | -231.9% | +11.3% |
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