+116.1%
PG vs VICR
+1,679.8%
-1,563.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | +1.3% |
| 7D | -0.8% | +5.0% | -5.8% | -0.9% |
| 30D | +0.8% | -12.5% | +13.3% | +1.1% |
| 3M | -1.3% | -33.6% | +32.3% | -0.7% |
| 6M | -3.8% | +10.7% | -14.5% | -5.5% |
| YTD | +3.6% | +80.6% | -77.0% | -0.2% |
| 1Y | -5.7% | +288.4% | -294.1% | -12.2% |
| 3Y | +1.6% | +213.8% | -212.2% | -6.2% |
| 5Y | +14.6% | +58.8% | -44.2% | +7.3% |
| All | +116.1% | +1,679.8% | -1,563.6% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling