+45.2%
PL vs VICR
+80.1%
-35.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +11.3% | +3.2% | +11.2% |
| 7D | +10.9% | -6.5% | +17.4% | +13.3% |
| 30D | -16.4% | -38.5% | +22.2% | -4.8% |
| 3M | -39.9% | -26.1% | -13.9% | -36.5% |
| 6M | -63.2% | -36.2% | -26.9% | -59.9% |
| YTD | -27.1% | +49.2% | -76.3% | -39.5% |
| 1Y | +12.2% | +87.0% | -74.8% | -12.6% |
| 3Y | +584.3% | +350.4% | +233.8% | +286.8% |
| 5Y | +37.0% | +3.7% | +33.3% | -11.6% |
| All | +45.2% | +80.1% | -35.0% | -5.8% |
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