+1.9%
PLD vs VICR
+2.3%
-0.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.3% | -8.5% | +1.8% |
| 7D | +0.7% | -6.5% | +7.2% | +1.0% |
| 30D | +0.8% | -38.5% | +39.4% | +4.6% |
| 3M | -6.1% | -26.1% | +20.0% | -5.0% |
| 6M | -8.0% | -36.2% | +28.2% | -7.6% |
| YTD | +4.7% | +49.2% | -44.5% | -6.3% |
| 1Y | +7.2% | +87.0% | -79.8% | -6.7% |
| 3Y | +39.2% | +350.4% | -311.2% | +2.6% |
| 5Y | +1.9% | +3.7% | -1.8% | -20.8% |
| All | +1.9% | +2.3% | -0.4% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling