+455.3%
PL vs VICR
+262.0%
+193.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +8.7% | +1.7% | +7.5% |
| 7D | -6.8% | -23.1% | +16.3% | +1.4% |
| 30D | -29.3% | -48.1% | +18.8% | -13.9% |
| 3M | -44.8% | -32.8% | -11.9% | -39.5% |
| 6M | -68.4% | -47.6% | -20.8% | -63.0% |
| YTD | -36.4% | +34.0% | -70.4% | -47.8% |
| 1Y | +0.7% | +65.0% | -64.3% | -23.3% |
| 3Y | +455.3% | +277.1% | +178.2% | +144.0% |
| All | +455.3% | +262.0% | +193.3% | +144.0% |
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