+73.2%
PR vs VICR
+262.0%
-188.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +1.4% |
| 7D | -16.4% | -23.1% | +6.7% | -15.2% |
| 30D | -1.9% | -48.1% | +46.2% | +1.4% |
| 3M | +8.0% | -32.8% | +40.8% | +9.5% |
| 6M | +4.1% | -47.6% | +51.7% | +5.7% |
| YTD | +58.7% | +34.0% | +24.7% | +41.0% |
| 1Y | +75.8% | +65.0% | +10.8% | +51.3% |
| 3Y | +73.2% | +277.1% | -203.9% | +20.4% |
| All | +73.2% | +262.0% | -188.9% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling