+942.9%
VICR vs PENG
+751.0%
+191.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | +1.3% | +7.3% | -6.0% | -1.3% |
| 30D | -11.9% | -7.5% | -4.5% | -9.2% |
| 3M | -35.1% | -17.2% | -17.9% | -31.4% |
| 6M | +8.1% | +176.7% | -168.6% | -26.5% |
| YTD | +67.8% | +161.0% | -93.3% | +16.0% |
| 1Y | +267.3% | +108.8% | +158.5% | +170.5% |
| 3Y | +191.2% | +109.8% | +81.4% | +92.4% |
| 5Y | +48.1% | +111.7% | -63.7% | -4.9% |
| All | +942.9% | +751.0% | +191.9% | +385.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling