+8,425.6%
PWR vs VICR
+674.0%
+7,751.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -0.7% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | -5.1% | -11.9% | +6.8% | -2.4% |
| 3M | -9.4% | -35.1% | +25.8% | -0.5% |
| 6M | +10.4% | +8.1% | +2.3% | +3.8% |
| YTD | +48.6% | +67.8% | -19.1% | +23.8% |
| 1Y | +68.0% | +267.3% | -199.3% | +12.3% |
| 3Y | +204.7% | +191.2% | +13.5% | +97.9% |
| 5Y | +451.9% | +48.1% | +403.8% | +274.0% |
| 10Y | +2,425.3% | +1,546.1% | +879.2% | +677.0% |
| All | +8,425.6% | +674.0% | +7,751.5% | +1,927.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling