-7.5%
PL vs VICR
+5.6%
-13.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-09-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | N/A |
| 7D | -7.5% | +9.8% | -17.4% | N/A |
| All | -7.5% | +5.6% | -13.1% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 2026-09-01 to 2026-09-08: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
2026-09-01 to 2026-09-08 analysis · Full analysis span regression · Available span rolling