+7.3%
PL vs VICR
+79.4%
-72.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +11.3% | +3.2% | +10.9% |
| 7D | +10.9% | -6.5% | +17.4% | +13.1% |
| 30D | -16.4% | -38.5% | +22.2% | -4.9% |
| 3M | -39.9% | -26.1% | -13.9% | -36.7% |
| 6M | -63.2% | -36.2% | -26.9% | -58.9% |
| YTD | -27.1% | +49.2% | -76.3% | -35.3% |
| All | +7.3% | +79.4% | -72.1% | -15.5% |
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