+81.6%
VICR vs PENG
+120.3%
-38.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.4% | -1.7% |
| 7D | +5.7% | +1.9% | +3.8% | +3.9% |
| 30D | -35.2% | -37.8% | +2.6% | -17.7% |
| 3M | -20.3% | -14.1% | -6.2% | -14.8% |
| 6M | -46.3% | +13.1% | -59.4% | -50.7% |
| YTD | +53.4% | +151.8% | -98.4% | -14.9% |
| 1Y | +81.6% | +136.0% | -54.4% | +4.1% |
| All | +81.6% | +120.3% | -38.7% | +4.1% |
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