-47.6%
VICR vs PENG
+11.1%
-58.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +12.4% | -3.7% | +2.0% |
| 7D | -23.1% | -19.4% | -3.7% | -14.2% |
| 30D | -48.1% | -42.4% | -5.7% | -31.2% |
| 3M | -32.8% | -25.6% | -7.2% | -22.4% |
| 6M | -47.6% | +7.3% | -54.9% | -39.7% |
| All | -47.6% | +11.1% | -58.7% | -39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling