+40.1%
PYPL vs VICR
+1,679.8%
-1,639.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -1.2% |
| 7D | -2.3% | +5.0% | -7.2% | -3.2% |
| 30D | -9.0% | -12.5% | +3.4% | -7.3% |
| 3M | +30.6% | -33.6% | +64.2% | +36.7% |
| 6M | +18.6% | +10.7% | +7.9% | +8.4% |
| YTD | -7.2% | +80.6% | -87.7% | -24.6% |
| 1Y | -19.3% | +288.4% | -307.6% | -45.5% |
| 3Y | -12.3% | +213.8% | -226.1% | -43.0% |
| 5Y | -80.9% | +58.8% | -139.7% | -86.8% |
| All | +40.1% | +1,679.8% | -1,639.7% | -34.7% |
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