+335.4%
VICR vs PENG
+209.7%
+125.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.0% | -0.8% |
| 7D | +8.3% | +13.2% | -4.9% | +2.0% |
| 30D | -35.2% | -29.9% | -5.2% | -23.3% |
| 3M | -29.8% | -22.2% | -7.6% | -21.8% |
| 6M | -48.6% | -1.9% | -46.7% | -49.5% |
| YTD | +45.1% | +142.1% | -97.0% | -4.5% |
| 1Y | +79.6% | +151.5% | -72.0% | +16.3% |
| 3Y | +335.4% | +206.9% | +128.5% | +92.2% |
| All | +335.4% | +209.7% | +125.7% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling