+143.4%
PEG vs VICR
+1,679.8%
-1,536.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.3% | -0.7% |
| 7D | -0.9% | +5.0% | -5.8% | -1.2% |
| 30D | -3.7% | -12.5% | +8.8% | -3.2% |
| 3M | -7.3% | -33.6% | +26.3% | -5.8% |
| 6M | -10.5% | +10.7% | -21.1% | -12.7% |
| YTD | -7.5% | +80.6% | -88.1% | -12.9% |
| 1Y | -8.7% | +288.4% | -297.1% | -18.9% |
| 3Y | +31.4% | +213.8% | -182.4% | +15.6% |
| 5Y | +37.8% | +58.8% | -21.1% | +22.8% |
| All | +143.4% | +1,679.8% | -1,536.4% | +75.3% |
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 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