+250.3%
PH vs VICR
+42.6%
+207.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.2% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -11.8% | -15.6% | +3.8% | -10.1% |
| 3M | +6.9% | -35.4% | +42.3% | +11.5% |
| 6M | -1.3% | +1.3% | -2.5% | -5.5% |
| YTD | +7.0% | +62.5% | -55.5% | -5.0% |
| 1Y | +23.1% | +255.5% | -232.4% | -3.9% |
| 3Y | +135.4% | +182.0% | -46.6% | +80.1% |
| 5Y | +250.3% | +42.9% | +207.4% | +169.9% |
| All | +250.3% | +42.6% | +207.8% | +169.9% |
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 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