-19.3%
PYPL vs VICR
+293.8%
-313.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +0.7% |
| 7D | -2.3% | +5.0% | -7.2% | -2.3% |
| 30D | -9.0% | -12.5% | +3.4% | -9.0% |
| 3M | +30.6% | -33.6% | +64.2% | +30.4% |
| 6M | +18.6% | +10.7% | +7.9% | +15.0% |
| YTD | -7.2% | +80.6% | -87.7% | -11.9% |
| 1Y | -19.3% | +288.4% | -307.6% | -22.3% |
| All | -19.3% | +293.8% | -313.0% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling