+848.9%
PM vs VICR
+1,374.8%
-525.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.4% |
| 7D | +0.5% | +8.3% | -7.7% | -0.1% |
| 30D | -3.2% | -35.2% | +32.0% | -0.8% |
| 3M | +6.2% | -29.8% | +36.0% | +7.5% |
| 6M | +7.7% | -48.6% | +56.2% | +10.0% |
| YTD | +27.3% | +45.1% | -17.9% | +17.2% |
| 1Y | +32.8% | +79.6% | -46.8% | +19.8% |
| 3Y | +150.0% | +335.4% | -185.4% | +97.8% |
| 5Y | +164.2% | -1.0% | +165.3% | +131.6% |
| 10Y | +265.7% | +993.1% | -727.4% | +120.1% |
| All | +848.9% | +1,374.8% | -525.9% | +367.0% |
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