+99.9%
PCG vs VICR
+12,032.5%
-11,932.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.0% | +2.0% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -16.9% | -13.9% | -2.9% | -16.0% |
| 3M | -14.7% | -38.4% | +23.7% | -12.4% |
| 6M | -23.8% | -7.2% | -16.6% | -25.3% |
| YTD | -10.5% | +72.0% | -82.5% | -17.1% |
| 1Y | -5.1% | +263.3% | -268.4% | -18.2% |
| 3Y | -11.6% | +173.3% | -184.9% | -24.5% |
| 5Y | +59.0% | +47.3% | +11.7% | +36.9% |
| 10Y | -75.7% | +1,495.2% | -1,570.9% | -83.2% |
| All | +99.9% | +12,032.5% | -11,932.5% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling