+415.3%
PR vs VICR
+47.8%
+367.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.0% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +18.0% | -13.9% | +32.0% | +19.2% |
| 3M | +16.9% | -38.4% | +55.3% | +20.3% |
| 6M | +28.2% | -7.2% | +35.4% | +24.3% |
| YTD | +69.3% | +72.0% | -2.7% | +51.5% |
| 1Y | +69.5% | +263.3% | -193.8% | +36.6% |
| 3Y | +81.7% | +173.3% | -91.6% | +44.9% |
| All | +415.3% | +47.8% | +367.5% | +336.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling