+1.2%
PTC vs VICR
+46.6%
-45.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.9% |
| 7D | -13.6% | +1.3% | -14.8% | -13.7% |
| 30D | -14.7% | -11.9% | -2.7% | -14.0% |
| 3M | -5.9% | -35.1% | +29.2% | -3.9% |
| 6M | -21.1% | +8.1% | -29.3% | -25.9% |
| YTD | -26.0% | +67.8% | -93.8% | -35.1% |
| 1Y | -36.8% | +267.3% | -304.1% | -50.9% |
| 3Y | -10.3% | +191.2% | -201.5% | -31.9% |
| 5Y | +1.2% | +48.1% | -46.9% | -22.9% |
| All | +1.2% | +46.6% | -45.4% | -22.9% |
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