+249.9%
PLD vs VICR
+1,508.7%
-1,258.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.5% |
| 7D | -0.7% | +1.3% | -1.9% | -0.9% |
| 30D | -2.2% | -11.9% | +9.7% | -1.1% |
| 3M | -7.4% | -35.1% | +27.8% | -4.2% |
| 6M | +1.9% | +8.1% | -6.2% | -3.6% |
| YTD | +7.9% | +67.8% | -59.9% | -4.8% |
| 1Y | +25.1% | +267.3% | -242.2% | -2.7% |
| 3Y | +21.9% | +191.2% | -169.3% | -7.3% |
| 5Y | +16.3% | +48.1% | -31.8% | -9.1% |
| 10Y | +249.9% | +1,546.1% | -1,296.2% | +101.2% |
| All | +249.9% | +1,508.7% | -1,258.8% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling