+78.3%
PR vs VICR
+271.8%
-193.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.3% |
| 7D | -0.6% | +9.8% | -10.4% | -0.3% |
| 30D | +17.4% | -12.6% | +30.0% | +17.0% |
| 3M | +21.8% | -29.7% | +51.4% | +21.0% |
| 6M | +27.6% | +18.8% | +8.8% | +27.7% |
| YTD | +71.4% | +76.4% | -5.0% | +68.3% |
| 1Y | +78.3% | +282.4% | -204.0% | +58.5% |
| All | +78.3% | +271.8% | -193.4% | +58.5% |
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