+56.4%
VICR vs PFG
+111.0%
-54.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.1% | +10.1% | +10.3% |
| 7D | +5.0% | -0.4% | +5.4% | +5.4% |
| 30D | -12.5% | +2.9% | -15.4% | -14.7% |
| 3M | -33.6% | +6.7% | -40.3% | -37.7% |
| 6M | +10.7% | +33.8% | -23.1% | -13.3% |
| YTD | +80.6% | +35.0% | +45.6% | +41.0% |
| 1Y | +288.4% | +46.4% | +242.0% | +183.1% |
| 3Y | +213.8% | +71.7% | +142.1% | +98.5% |
| All | +56.4% | +111.0% | -54.6% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling