+263.3%
VICR vs PENG
+118.5%
+144.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -1.0% | +2.6% |
| 7D | +0.4% | +4.5% | -4.1% | -1.5% |
| 30D | -13.9% | -7.1% | -6.8% | -10.8% |
| 3M | -38.4% | -27.3% | -11.1% | -30.7% |
| 6M | -7.2% | +169.6% | -176.8% | -40.8% |
| YTD | +72.0% | +164.6% | -92.6% | +9.6% |
| 1Y | +263.3% | +109.5% | +153.8% | +119.8% |
| All | +263.3% | +118.5% | +144.8% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling