+37.4%
PEG vs VICR
+57.6%
-20.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.3% | -0.5% |
| 7D | -0.9% | +5.0% | -5.8% | -1.1% |
| 30D | -3.7% | -12.5% | +8.8% | -3.4% |
| 3M | -7.3% | -33.6% | +26.3% | -6.4% |
| 6M | -10.5% | +10.7% | -21.1% | -12.1% |
| YTD | -7.5% | +80.6% | -88.1% | -11.3% |
| 1Y | -8.7% | +288.4% | -297.1% | -15.9% |
| 3Y | +31.4% | +213.8% | -182.4% | +20.2% |
| All | +37.4% | +57.6% | -20.3% | +21.2% |
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