+1.6%
PTC vs VICR
+76.0%
-74.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.1% | +11.7% | +0.1% |
| 7D | +0.1% | -26.6% | +26.7% | -1.1% |
| 30D | +1.5% | -47.9% | +49.5% | -1.1% |
| 3M | +37.8% | -29.8% | +67.5% | +36.2% |
| 6M | +41.2% | -36.6% | +77.9% | +37.6% |
| YTD | +12.0% | +45.1% | -33.1% | -1.9% |
| 1Y | +1.6% | +80.0% | -78.4% | -17.2% |
| All | +1.6% | +76.0% | -74.3% | -17.2% |
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 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