+488.3%
PL vs VICR
+187.7%
+300.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.7% | -3.1% |
| 7D | -9.3% | +0.4% | -9.7% | -9.5% |
| 30D | -18.9% | -13.9% | -5.0% | -15.2% |
| 3M | -58.4% | -38.4% | -20.0% | -51.7% |
| 6M | -30.3% | -7.2% | -23.1% | -31.3% |
| YTD | -8.1% | +72.0% | -80.1% | -28.0% |
| 1Y | +180.5% | +263.3% | -82.8% | +59.4% |
| All | +488.3% | +187.7% | +300.6% | +240.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling