+77.0%
VICR vs PENG
+108.0%
-31.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.3% | +2.1% | +6.3% |
| 7D | -6.5% | -3.8% | -2.8% | -5.1% |
| 30D | -38.5% | -40.1% | +1.5% | -20.1% |
| 3M | -26.1% | -21.8% | -4.3% | -16.8% |
| 6M | -36.2% | +3.3% | -39.6% | -38.3% |
| YTD | +49.2% | +133.6% | -84.5% | -11.4% |
| All | +77.0% | +108.0% | -31.0% | +11.3% |
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