+47.7%
PPL vs VICR
+2.3%
+45.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.3% | -11.6% | -0.5% |
| 7D | -1.2% | -6.5% | +5.3% | -1.1% |
| 30D | +4.2% | -38.5% | +42.8% | +5.0% |
| 3M | +1.5% | -26.1% | +27.6% | +1.7% |
| 6M | +1.0% | -36.2% | +37.3% | +1.0% |
| YTD | +4.4% | +49.2% | -44.8% | +1.1% |
| 1Y | +0.8% | +87.0% | -86.3% | -3.1% |
| 3Y | +56.5% | +350.4% | -294.0% | +42.7% |
| 5Y | +47.7% | +3.7% | +44.0% | +31.0% |
| All | +47.7% | +2.3% | +45.3% | +31.0% |
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 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