-10.0%
PLTR vs VICR
+76.0%
-85.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.1% | +9.0% | -1.2% |
| 7D | -12.8% | -26.6% | +13.8% | -10.7% |
| 30D | -9.3% | -47.9% | +38.6% | -5.6% |
| 3M | +5.6% | -29.8% | +35.3% | +7.7% |
| 6M | +17.6% | -36.6% | +54.2% | +15.4% |
| YTD | -3.4% | +45.1% | -48.5% | -27.5% |
| 1Y | -10.0% | +80.0% | -90.0% | -41.9% |
| All | -10.0% | +76.0% | -85.9% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling