+128.7%
PM vs VICR
+46.6%
+82.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.5% |
| 7D | -1.2% | +1.3% | -2.4% | -1.2% |
| 30D | -0.2% | -11.9% | +11.8% | -0.2% |
| 3M | +4.9% | -35.1% | +40.0% | +4.9% |
| 6M | +9.0% | +8.1% | +0.9% | +8.0% |
| YTD | +17.8% | +67.8% | -50.0% | +15.9% |
| 1Y | +16.8% | +267.3% | -250.5% | +13.5% |
| 3Y | +125.4% | +191.2% | -65.8% | +118.5% |
| 5Y | +128.7% | +48.1% | +80.6% | +111.7% |
| All | +128.7% | +46.6% | +82.1% | +111.7% |
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