+17.0%
PG vs VICR
+76.0%
-59.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -11.1% | +14.4% | +2.7% |
| 7D | +5.7% | -26.6% | +32.3% | +4.4% |
| 30D | +15.4% | -47.9% | +63.4% | +13.0% |
| 3M | +13.8% | -29.8% | +43.6% | +12.5% |
| 6M | +18.3% | -36.6% | +54.9% | +15.8% |
| YTD | +20.1% | +45.1% | -25.0% | +24.1% |
| 1Y | +17.0% | +80.0% | -63.0% | +24.6% |
| All | +17.0% | +76.0% | -59.0% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling