-0.4%
PL vs VICR
+76.0%
-76.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.1% | +4.8% | -3.1% |
| 7D | -11.7% | -26.6% | +14.9% | -3.5% |
| 30D | -27.1% | -47.9% | +20.8% | -13.0% |
| 3M | -44.6% | -29.8% | -14.8% | -40.6% |
| 6M | -67.2% | -36.6% | -30.5% | -63.1% |
| YTD | -35.9% | +45.1% | -81.0% | -45.1% |
| 1Y | -0.4% | +80.0% | -80.4% | -27.1% |
| All | -0.4% | +76.0% | -76.4% | -27.1% |
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