+39.5%
PL vs VICR
+75.2%
-35.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.4% |
| 7D | +10.0% | +8.3% | +1.8% | +7.7% |
| 30D | -2.3% | -35.2% | +32.9% | +9.6% |
| 3M | -44.2% | -29.8% | -14.4% | -40.1% |
| 6M | -66.1% | -48.6% | -17.5% | -60.7% |
| YTD | -30.0% | +45.1% | -75.1% | -41.4% |
| 1Y | +21.0% | +79.6% | -58.5% | -4.7% |
| 3Y | +516.5% | +335.4% | +181.1% | +251.7% |
| 5Y | +32.0% | -1.0% | +33.0% | -14.1% |
| All | +39.5% | +75.2% | -35.7% | -8.7% |
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