+15.0%
PL vs VICR
+82.5%
-67.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.8% |
| 7D | +13.4% | +5.7% | +7.7% | +11.5% |
| 30D | -10.2% | -35.2% | +25.0% | +0.5% |
| 3M | -39.5% | -20.3% | -19.2% | -37.7% |
| 6M | -65.7% | -46.3% | -19.4% | -60.9% |
| YTD | -27.3% | +53.4% | -80.7% | -35.4% |
| 1Y | +15.0% | +81.6% | -66.6% | -8.9% |
| All | +15.0% | +82.5% | -67.5% | -8.9% |
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