+2,361.9%
PPG vs VICR
+11,356.8%
-8,994.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.5% |
| 7D | -5.1% | -0.4% | -4.7% | -5.1% |
| 30D | -9.6% | -15.6% | +6.0% | -7.8% |
| 3M | -6.4% | -35.4% | +28.9% | -2.4% |
| 6M | +0.5% | +1.3% | -0.8% | -3.4% |
| YTD | +4.4% | +62.5% | -58.0% | -6.7% |
| 1Y | -0.9% | +255.5% | -256.4% | -21.8% |
| 3Y | -17.0% | +182.0% | -198.9% | -36.0% |
| 5Y | -23.7% | +42.9% | -66.6% | -39.4% |
| 10Y | +25.9% | +1,494.0% | -1,468.1% | -34.2% |
| All | +2,361.9% | +11,356.8% | -8,994.9% | +828.7% |
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