+516.5%
PL vs VICR
+336.6%
+179.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.5% |
| 7D | +10.0% | +8.3% | +1.8% | +7.4% |
| 30D | -2.3% | -35.2% | +32.9% | +11.0% |
| 3M | -44.2% | -29.8% | -14.4% | -39.7% |
| 6M | -66.1% | -48.6% | -17.5% | -60.0% |
| YTD | -30.0% | +45.1% | -75.1% | -43.8% |
| 1Y | +21.0% | +79.6% | -58.5% | -10.1% |
| 3Y | +516.5% | +335.4% | +181.1% | +152.5% |
| All | +516.5% | +336.6% | +179.9% | +152.5% |
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 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