-11.1%
PCG vs VICR
+201.6%
-212.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.6% |
| 7D | +5.4% | +9.8% | -4.4% | +5.1% |
| 30D | -15.1% | -12.6% | -2.5% | -14.8% |
| 3M | -9.8% | -29.7% | +19.9% | -9.3% |
| 6M | -18.0% | +18.8% | -36.9% | -20.3% |
| YTD | -7.2% | +76.4% | -83.6% | -11.9% |
| 1Y | +2.9% | +282.4% | -279.5% | -7.2% |
| 3Y | -11.1% | +206.2% | -217.3% | -21.9% |
| All | -11.1% | +201.6% | -212.7% | -21.9% |
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 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