-76.4%
PCG vs VICR
+1,071.4%
-1,147.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.4% |
| 7D | -2.2% | +5.7% | -7.9% | -3.0% |
| 30D | -0.5% | -35.2% | +34.7% | +3.2% |
| 3M | -24.0% | -20.3% | -3.7% | -23.6% |
| 6M | -18.6% | -46.3% | +27.7% | -16.3% |
| YTD | -17.7% | +53.4% | -71.0% | -27.0% |
| 1Y | -20.0% | +81.6% | -101.6% | -30.6% |
| 3Y | -20.2% | +360.5% | -380.8% | -42.6% |
| 5Y | +8.4% | +4.4% | +4.0% | -7.1% |
| 10Y | -76.4% | +1,055.3% | -1,131.7% | -86.9% |
| All | -76.4% | +1,071.4% | -1,147.8% | -86.9% |
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