+1,747.8%
PLD vs VICR
+658.3%
+1,089.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -2.4% | -13.9% | +11.5% | -0.2% |
| 3M | -3.8% | -38.4% | +34.6% | +2.4% |
| 6M | 0.0% | -7.2% | +7.2% | -5.2% |
| YTD | +9.2% | +72.0% | -62.8% | -9.8% |
| 1Y | +25.9% | +263.3% | -237.4% | -12.8% |
| 3Y | +21.3% | +173.3% | -152.0% | -18.0% |
| 5Y | +14.1% | +47.3% | -33.2% | -21.0% |
| 10Y | +237.9% | +1,495.2% | -1,257.3% | +17.7% |
| All | +1,747.8% | +658.3% | +1,089.6% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling