+66.6%
PR vs VICR
+1,056.5%
-989.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +1.0% |
| 7D | -16.4% | -23.1% | +6.7% | -14.2% |
| 30D | -1.9% | -48.1% | +46.2% | +4.3% |
| 3M | +8.0% | -32.8% | +40.8% | +10.6% |
| 6M | +4.1% | -47.6% | +51.7% | +7.2% |
| YTD | +58.7% | +34.0% | +24.7% | +41.3% |
| 1Y | +75.8% | +65.0% | +10.8% | +51.9% |
| 3Y | +73.2% | +277.1% | -203.9% | +26.5% |
| 5Y | +230.1% | -5.3% | +235.4% | +173.7% |
| All | +66.6% | +1,056.5% | -989.9% | +3.2% |
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