+2,521.4%
PWR vs VICR
+1,679.8%
+841.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.2% | -6.0% | +2.9% |
| 7D | +4.2% | +5.0% | -0.8% | +3.1% |
| 30D | -4.0% | -12.5% | +8.4% | -1.6% |
| 3M | -4.8% | -33.6% | +28.8% | +2.2% |
| 6M | +14.6% | +10.7% | +4.0% | +9.2% |
| YTD | +54.2% | +80.6% | -26.3% | +32.5% |
| 1Y | +67.1% | +288.4% | -221.3% | +21.4% |
| 3Y | +218.5% | +213.8% | +4.7% | +126.3% |
| 5Y | +466.3% | +58.8% | +407.4% | +323.5% |
| All | +2,521.4% | +1,679.8% | +841.7% | +1,036.5% |
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 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