-7.7%
VICR vs PENG
+42.1%
-49.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +12.4% | -3.7% | +2.9% |
| 7D | -23.1% | -19.4% | -3.7% | -15.2% |
| 30D | -48.1% | -42.4% | -5.7% | -32.8% |
| 3M | -32.8% | -25.6% | -7.2% | -23.2% |
| 6M | -47.6% | +7.3% | -54.9% | -51.1% |
| YTD | +34.0% | +113.9% | -79.8% | -8.8% |
| 1Y | +65.0% | +93.6% | -28.6% | +16.8% |
| 3Y | +277.1% | +170.2% | +106.9% | +106.3% |
| All | -7.7% | +42.1% | -49.8% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling