+3,217.7%
PNR vs VICR
+11,356.8%
-8,139.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | -5.5% | -0.4% | -5.1% | -5.5% |
| 30D | -15.6% | -15.6% | 0.0% | -13.9% |
| 3M | -20.2% | -35.4% | +15.2% | -16.7% |
| 6M | -36.6% | +1.3% | -37.9% | -39.5% |
| YTD | -45.0% | +62.5% | -107.4% | -51.7% |
| 1Y | -47.4% | +255.5% | -302.9% | -59.7% |
| 3Y | -13.7% | +182.0% | -195.7% | -35.1% |
| 5Y | -20.8% | +42.9% | -63.7% | -38.4% |
| 10Y | +65.2% | +1,494.0% | -1,428.8% | -16.7% |
| All | +3,217.7% | +11,356.8% | -8,139.1% | +1,307.4% |
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