+79.9%
PL vs VICR
+113.0%
-33.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.4% |
| 7D | -7.5% | +9.8% | -17.4% | -10.0% |
| 30D | -25.6% | -12.6% | -13.0% | -23.0% |
| 3M | -45.6% | -29.7% | -15.9% | -40.8% |
| 6M | -29.5% | +18.8% | -48.4% | -35.0% |
| YTD | -9.7% | +76.4% | -86.1% | -26.6% |
| 1Y | +84.4% | +282.4% | -198.0% | +16.2% |
| 3Y | +550.0% | +206.2% | +343.8% | +304.0% |
| 5Y | +79.0% | +53.9% | +25.1% | +13.1% |
| All | +79.9% | +113.0% | -33.1% | +14.3% |
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 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