+256.9%
PLD vs VICR
+1,016.5%
-759.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | 0.0% | +21.9% | -21.9% | -2.4% |
| 30D | -3.7% | -38.4% | +34.6% | +0.9% |
| 3M | -7.9% | -27.2% | +19.2% | -6.3% |
| 6M | -9.2% | -43.7% | +34.5% | -6.7% |
| YTD | +3.1% | +50.3% | -47.2% | -9.6% |
| 1Y | +6.2% | +74.6% | -68.3% | -9.0% |
| 3Y | +35.4% | +351.2% | -315.8% | -5.3% |
| 5Y | +0.1% | +2.5% | -2.4% | -18.7% |
| All | +256.9% | +1,016.5% | -759.7% | +103.4% |
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