+191.5%
VICR vs PFG
+67.4%
+124.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.2% |
| 7D | +1.3% | +3.2% | -2.0% | -1.6% |
| 30D | -11.9% | +0.9% | -12.9% | -12.9% |
| 3M | -35.1% | +7.7% | -42.9% | -39.7% |
| 6M | +8.1% | +29.0% | -20.8% | -13.3% |
| YTD | +67.8% | +32.5% | +35.3% | +32.4% |
| 1Y | +267.3% | +47.3% | +220.0% | +165.9% |
| All | +191.5% | +67.4% | +124.1% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling