+3,196.4%
PEG vs VICR
+12,339.4%
-9,143.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.6% |
| 7D | +1.0% | +9.8% | -8.8% | +0.4% |
| 30D | -1.9% | -12.6% | +10.7% | -1.1% |
| 3M | -3.7% | -29.7% | +26.0% | -2.2% |
| 6M | -9.4% | +18.8% | -28.3% | -12.4% |
| YTD | -6.0% | +76.4% | -82.4% | -12.0% |
| 1Y | -4.4% | +282.4% | -286.7% | -15.9% |
| 3Y | +33.5% | +206.2% | -172.7% | +16.0% |
| 5Y | +35.7% | +53.9% | -18.2% | +19.2% |
| 10Y | +140.4% | +1,572.3% | -1,431.9% | +68.6% |
| All | +3,196.4% | +12,339.4% | -9,143.0% | +1,707.2% |
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 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