+438.6%
PWR vs VICR
+42.6%
+396.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -0.7% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | -7.7% | -15.6% | +7.8% | -4.9% |
| 3M | -4.9% | -35.4% | +30.4% | +2.1% |
| 6M | +9.7% | +1.3% | +8.5% | +7.4% |
| YTD | +46.7% | +62.5% | -15.8% | +32.1% |
| 1Y | +58.7% | +255.5% | -196.7% | +23.8% |
| 3Y | +200.7% | +182.0% | +18.7% | +130.8% |
| 5Y | +438.6% | +42.9% | +395.6% | +349.9% |
| All | +438.6% | +42.6% | +396.0% | +349.9% |
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