+31.5%
PEG vs VICR
+178.2%
-146.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -2.8% | -15.6% | +12.8% | -2.2% |
| 3M | -6.9% | -35.4% | +28.4% | -6.0% |
| 6M | -11.4% | +1.3% | -12.7% | -13.1% |
| YTD | -7.4% | +62.5% | -69.8% | -11.5% |
| 1Y | -8.3% | +255.5% | -263.7% | -16.9% |
| All | +31.5% | +178.2% | -146.7% | +16.3% |
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 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