+13.5%
PSA vs VICR
+42.6%
-29.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | -9.4% | -15.6% | +6.2% | -8.8% |
| 3M | -8.2% | -35.4% | +27.2% | -7.0% |
| 6M | -1.8% | +1.3% | -3.1% | -3.9% |
| YTD | +15.7% | +62.5% | -46.7% | +9.9% |
| 1Y | +6.3% | +255.5% | -249.2% | -4.1% |
| 3Y | +21.6% | +182.0% | -160.4% | +8.0% |
| 5Y | +13.5% | +42.9% | -29.5% | +1.3% |
| All | +13.5% | +42.6% | -29.1% | +1.3% |
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