+87.1%
PR vs VICR
+1,568.0%
-1,480.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.0% |
| 7D | -0.6% | +9.8% | -10.4% | -1.6% |
| 30D | +17.4% | -12.6% | +30.0% | +18.7% |
| 3M | +21.8% | -29.7% | +51.4% | +24.5% |
| 6M | +27.6% | +18.8% | +8.8% | +19.4% |
| YTD | +71.4% | +76.4% | -5.0% | +50.5% |
| 1Y | +78.3% | +282.4% | -204.0% | +38.9% |
| 3Y | +85.5% | +206.2% | -120.7% | +41.8% |
| 5Y | +422.7% | +53.9% | +368.7% | +313.1% |
| 10Y | +87.1% | +1,572.3% | -1,485.2% | +15.3% |
| All | +87.1% | +1,568.0% | -1,480.9% | +15.3% |
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