+87.0%
PR vs VICR
+76.0%
+11.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -11.1% | +4.6% | -6.9% |
| 7D | -12.1% | -26.6% | +14.5% | -13.2% |
| 30D | +0.9% | -47.9% | +48.8% | -1.8% |
| 3M | +10.1% | -29.8% | +39.9% | +9.3% |
| 6M | +1.1% | -36.6% | +37.7% | +1.2% |
| YTD | +63.7% | +45.1% | +18.5% | +77.2% |
| 1Y | +87.0% | +80.0% | +7.0% | +111.1% |
| All | +87.0% | +76.0% | +11.1% | +111.1% |
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 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