+10.2%
PYPL vs VICR
+336.6%
-326.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.9% |
| 7D | +0.1% | +8.3% | -8.2% | -0.4% |
| 30D | +5.7% | -35.2% | +40.8% | +8.0% |
| 3M | -1.9% | -29.8% | +27.9% | -0.8% |
| 6M | +31.8% | -48.6% | +80.4% | +34.6% |
| YTD | +2.4% | +45.1% | -42.7% | -8.7% |
| 1Y | -8.2% | +79.6% | -87.8% | -20.4% |
| 3Y | +10.2% | +335.4% | -325.2% | -22.5% |
| All | +10.2% | +336.6% | -326.4% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling