+63.3%
PYPL vs VICR
+1,297.6%
-1,234.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.3% |
| 7D | +0.1% | +8.3% | -8.2% | -1.4% |
| 30D | +5.7% | -35.2% | +40.8% | +11.9% |
| 3M | -1.9% | -29.8% | +27.9% | +1.0% |
| 6M | +31.8% | -48.6% | +80.4% | +38.9% |
| YTD | +2.4% | +45.1% | -42.7% | -15.7% |
| 1Y | -8.2% | +79.6% | -87.8% | -27.9% |
| 3Y | +10.2% | +335.4% | -325.2% | -35.3% |
| 5Y | -71.2% | -1.0% | -70.2% | -78.5% |
| 10Y | +49.6% | +993.1% | -943.6% | -33.5% |
| All | +63.3% | +1,297.6% | -1,234.3% | -31.3% |
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