+80.0%
VICR vs PFG
+46.8%
+33.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.1% | -15.3% | -12.8% |
| 7D | -26.6% | +4.9% | -31.5% | -28.2% |
| 30D | -47.9% | +5.7% | -53.6% | -49.3% |
| 3M | -29.8% | +2.6% | -32.3% | -31.1% |
| 6M | -36.6% | +19.8% | -56.4% | -47.9% |
| YTD | +45.1% | +36.3% | +8.9% | +5.3% |
| 1Y | +80.0% | +47.9% | +32.1% | +29.0% |
| All | +80.0% | +46.8% | +33.2% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling