+49.0%
VICR vs PENG
+115.2%
-66.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -1.0% | +2.7% |
| 7D | +0.4% | +4.5% | -4.1% | -1.5% |
| 30D | -13.9% | -7.1% | -6.8% | -10.9% |
| 3M | -38.4% | -27.3% | -11.1% | -30.9% |
| 6M | -7.2% | +169.6% | -176.8% | -41.9% |
| YTD | +72.0% | +164.6% | -92.6% | +7.8% |
| 1Y | +263.3% | +109.5% | +153.8% | +146.4% |
| 3Y | +173.3% | +98.9% | +74.3% | +64.1% |
| All | +49.0% | +115.2% | -66.2% | -13.5% |
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