-10.0%
PTC vs VICR
+187.3%
-197.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -3.1% |
| 7D | -13.6% | +1.3% | -14.8% | -13.6% |
| 30D | -14.7% | -11.9% | -2.7% | -14.4% |
| 3M | -5.9% | -35.1% | +29.2% | -5.2% |
| 6M | -21.1% | +8.1% | -29.3% | -25.1% |
| YTD | -26.0% | +67.8% | -93.8% | -33.5% |
| 1Y | -36.8% | +267.3% | -304.1% | -48.5% |
| All | -10.0% | +187.3% | -197.4% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling