+969.5%
VICR vs PENG
+762.7%
+206.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -1.0% | +3.1% |
| 7D | +0.4% | +4.5% | -4.1% | -1.1% |
| 30D | -13.9% | -7.1% | -6.8% | -11.4% |
| 3M | -38.4% | -27.3% | -11.1% | -32.0% |
| 6M | -7.2% | +169.6% | -176.8% | -36.2% |
| YTD | +72.0% | +164.6% | -92.6% | +18.3% |
| 1Y | +263.3% | +109.5% | +153.8% | +167.2% |
| 3Y | +173.3% | +98.9% | +74.3% | +83.9% |
| 5Y | +47.3% | +116.3% | -68.9% | -6.1% |
| All | +969.5% | +762.7% | +206.8% | +394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling