+1,210.6%
VICR vs PFG
+1,015.3%
+195.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.3% |
| 7D | +0.4% | +5.5% | -5.1% | -2.6% |
| 30D | -13.9% | +2.4% | -16.3% | -15.2% |
| 3M | -38.4% | +13.6% | -52.0% | -42.9% |
| 6M | -7.2% | +27.9% | -35.1% | -18.6% |
| YTD | +72.0% | +35.6% | +36.5% | +47.0% |
| 1Y | +263.3% | +48.5% | +214.8% | +195.3% |
| 3Y | +173.3% | +66.9% | +106.4% | +110.1% |
| 5Y | +47.3% | +111.0% | -63.6% | +1.0% |
| 10Y | +1,495.2% | +244.5% | +1,250.7% | +698.2% |
| All | +1,210.6% | +1,015.3% | +195.3% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling