+195.4%
PTC vs VICR
+1,501.2%
-1,305.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.3% |
| 7D | -14.2% | -0.4% | -13.8% | -14.3% |
| 30D | -14.4% | -15.6% | +1.1% | -12.9% |
| 3M | -4.7% | -35.4% | +30.7% | -1.3% |
| 6M | -19.3% | +1.3% | -20.6% | -24.9% |
| YTD | -26.1% | +62.5% | -88.6% | -37.8% |
| 1Y | -37.1% | +255.5% | -292.5% | -54.8% |
| 3Y | -10.4% | +182.0% | -192.4% | -37.7% |
| 5Y | +2.5% | +42.9% | -40.4% | -25.3% |
| All | +195.4% | +1,501.2% | -1,305.7% | +37.0% |
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