+24.1%
PPG vs VICR
+1,679.8%
-1,655.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | -1.0% |
| 7D | -6.2% | +5.0% | -11.2% | -6.9% |
| 30D | -7.9% | -12.5% | +4.5% | -6.7% |
| 3M | -10.2% | -33.6% | +23.4% | -7.0% |
| 6M | +2.7% | +10.7% | -8.0% | -2.7% |
| YTD | +4.9% | +80.6% | -75.7% | -7.7% |
| 1Y | -3.2% | +288.4% | -291.6% | -24.4% |
| 3Y | -17.0% | +213.8% | -230.8% | -36.9% |
| 5Y | -23.3% | +58.8% | -82.2% | -40.1% |
| All | +24.1% | +1,679.8% | -1,655.7% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling