-75.9%
PCG vs VICR
+1,501.2%
-1,577.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.8% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | -18.9% | -15.6% | -3.3% | -17.7% |
| 3M | -15.8% | -35.4% | +19.5% | -13.2% |
| 6M | -22.6% | +1.3% | -23.8% | -25.7% |
| YTD | -12.2% | +62.5% | -74.6% | -21.2% |
| 1Y | -7.1% | +255.5% | -262.5% | -25.6% |
| 3Y | -15.8% | +182.0% | -197.8% | -34.0% |
| 5Y | +53.3% | +42.9% | +10.4% | +24.8% |
| All | -75.9% | +1,501.2% | -1,577.1% | -86.2% |
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