+37.6%
PPG vs VICR
+76.0%
-38.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -11.1% | +16.1% | +5.7% |
| 7D | +7.5% | -26.6% | +34.0% | +9.7% |
| 30D | +20.9% | -47.9% | +68.8% | +26.6% |
| 3M | +8.7% | -29.8% | +38.5% | +10.1% |
| 6M | +23.8% | -36.6% | +60.5% | +22.5% |
| YTD | +26.5% | +45.1% | -18.6% | +12.9% |
| 1Y | +37.6% | +80.0% | -42.4% | +21.0% |
| All | +37.6% | +76.0% | -38.4% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling