+116.3%
PLTU vs VICR
+269.9%
-153.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | -1.9% |
| 7D | -8.1% | +5.0% | -13.1% | -9.7% |
| 30D | -7.0% | -12.5% | +5.4% | -4.4% |
| 3M | +40.0% | -33.6% | +73.6% | +49.5% |
| 6M | -6.0% | +10.7% | -16.6% | -28.3% |
| YTD | -37.1% | +80.6% | -117.7% | -65.1% |
| 1Y | -33.1% | +288.4% | -321.5% | -78.5% |
| All | +116.3% | +269.9% | -153.6% | -30.6% |
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