+419.1%
PFGC vs VICR
+1,785.5%
-1,366.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -11.9% | -13.9% | +2.0% | -10.3% |
| 3M | +5.0% | -38.4% | +43.4% | +10.7% |
| 6M | +8.6% | -7.2% | +15.8% | +3.7% |
| YTD | +9.7% | +72.0% | -62.3% | -6.9% |
| 1Y | -6.3% | +263.3% | -269.6% | -32.0% |
| 3Y | +58.2% | +173.3% | -115.0% | +12.4% |
| 5Y | +110.4% | +47.3% | +63.1% | +55.2% |
| 10Y | +272.8% | +1,495.2% | -1,222.4% | +64.4% |
| All | +419.1% | +1,785.5% | -1,366.4% | +118.9% |
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