+63.3%
PTC vs VICR
-1.1%
+64.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +0.5% | +8.3% | -7.8% | -0.2% |
| 30D | +1.2% | -35.2% | +36.4% | +4.2% |
| 3M | +27.4% | -29.8% | +57.2% | +29.3% |
| 6M | +39.2% | -48.6% | +87.8% | +42.7% |
| YTD | +12.5% | +45.1% | -32.6% | -1.3% |
| 1Y | +12.3% | +79.6% | -67.3% | -4.4% |
| 3Y | +28.8% | +335.4% | -306.6% | -9.3% |
| All | +63.3% | -1.1% | +64.3% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling