-1.7%
VICR vs PFG
+92.7%
-94.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.8% |
| 7D | +8.3% | +2.4% | +5.9% | +6.6% |
| 30D | -35.2% | +5.9% | -41.0% | -38.0% |
| 3M | -29.8% | -0.4% | -29.4% | -30.4% |
| 6M | -48.6% | +14.8% | -63.4% | -55.2% |
| YTD | +45.1% | +31.9% | +13.2% | +14.1% |
| 1Y | +79.6% | +38.8% | +40.7% | +35.5% |
| 3Y | +335.4% | +82.4% | +253.0% | +158.4% |
| All | -1.7% | +92.7% | -94.4% | -40.8% |
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