+6,424.3%
PTC vs VICR
+12,032.4%
-5,608.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.5% | -11.5% | -7.2% |
| 7D | -10.3% | +0.4% | -10.7% | -10.5% |
| 30D | +1.1% | -13.9% | +15.1% | +3.5% |
| 3M | +1.6% | -38.4% | +40.0% | +8.1% |
| 6M | -13.5% | -7.2% | -6.3% | -19.6% |
| YTD | -19.1% | +72.0% | -91.1% | -35.5% |
| 1Y | -33.9% | +263.3% | -297.2% | -56.5% |
| 3Y | -3.9% | +173.3% | -177.2% | -38.7% |
| 5Y | +6.0% | +47.3% | -41.3% | -30.3% |
| 10Y | +223.7% | +1,495.2% | -1,271.4% | +6.2% |
| All | +6,424.3% | +12,032.4% | -5,608.1% | +733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling