-20.3%
PNR vs VICR
+57.6%
-78.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.4% | -1.6% |
| 7D | -6.0% | +5.0% | -11.0% | -6.7% |
| 30D | -14.0% | -12.5% | -1.5% | -12.9% |
| 3M | -21.7% | -33.6% | +11.9% | -19.0% |
| 6M | -37.3% | +10.7% | -47.9% | -41.0% |
| YTD | -45.1% | +80.6% | -125.7% | -52.5% |
| 1Y | -49.1% | +288.4% | -337.5% | -61.4% |
| 3Y | -14.8% | +213.8% | -228.6% | -37.1% |
| All | -20.3% | +57.6% | -78.0% | -40.8% |
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