+2,108.8%
PPL vs VICR
+12,032.5%
-9,923.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.3% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | +0.5% | -13.9% | +14.4% | +1.2% |
| 3M | +0.7% | -38.4% | +39.1% | +2.8% |
| 6M | -7.6% | -7.2% | -0.4% | -9.1% |
| YTD | +1.8% | +72.0% | -70.2% | -4.2% |
| 1Y | -0.8% | +263.3% | -264.0% | -11.7% |
| 3Y | +56.9% | +173.3% | -116.4% | +38.1% |
| 5Y | +39.5% | +47.3% | -7.8% | +23.7% |
| 10Y | +55.4% | +1,495.2% | -1,439.8% | +12.1% |
| All | +2,108.8% | +12,032.5% | -9,923.7% | +1,274.8% |
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