+9.4%
PCG vs VICR
+3.0%
+6.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -0.5% | -9.7% | +9.2% | -0.2% |
| 30D | +0.8% | -39.2% | +40.0% | +2.3% |
| 3M | -22.0% | -22.6% | +0.5% | -21.8% |
| 6M | -17.1% | -37.0% | +19.9% | -17.0% |
| YTD | -16.9% | +47.5% | -64.4% | -20.7% |
| 1Y | -19.1% | +75.0% | -94.1% | -23.5% |
| 3Y | -19.4% | +343.0% | -362.4% | -28.9% |
| All | +9.4% | +3.0% | +6.5% | -11.9% |
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 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