-76.4%
PLTD vs VICR
+231.0%
-307.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.4% | +1.8% |
| 7D | +9.9% | -0.4% | +10.3% | +9.8% |
| 30D | +3.8% | -15.6% | +19.4% | +1.4% |
| 3M | -32.3% | -35.4% | +3.1% | -35.3% |
| 6M | -25.9% | +1.3% | -27.1% | -18.4% |
| YTD | -16.4% | +62.5% | -78.9% | +6.9% |
| 1Y | -25.2% | +255.5% | -280.6% | +25.4% |
| All | -76.4% | +231.0% | -307.4% | -55.9% |
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