+61.8%
PCG vs VICR
+53.8%
+8.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.5% |
| 7D | +5.4% | +9.8% | -4.4% | +5.0% |
| 30D | -15.1% | -12.6% | -2.5% | -14.7% |
| 3M | -9.8% | -29.7% | +19.9% | -9.1% |
| 6M | -18.0% | +18.8% | -36.9% | -20.2% |
| YTD | -7.2% | +76.4% | -83.6% | -11.8% |
| 1Y | +2.9% | +282.4% | -279.5% | -6.7% |
| 3Y | -11.1% | +206.2% | -217.3% | -19.9% |
| 5Y | +61.8% | +53.9% | +7.9% | +37.3% |
| All | +61.8% | +53.8% | +8.0% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling