-76.4%
PCG vs VIAV
+325.3%
-401.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -2.3% |
| 7D | -2.2% | +12.3% | -14.6% | -4.9% |
| 30D | -0.5% | -21.0% | +20.5% | +3.4% |
| 3M | -24.0% | -14.1% | -9.9% | -23.5% |
| 6M | -18.6% | -39.9% | +21.3% | -13.0% |
| YTD | -17.7% | +85.2% | -102.9% | -37.5% |
| 1Y | -20.0% | +84.3% | -104.3% | -39.4% |
| 3Y | -20.2% | +320.9% | -341.2% | -56.8% |
| 5Y | +8.4% | +117.5% | -109.2% | -26.5% |
| 10Y | -76.4% | +323.1% | -399.5% | -86.5% |
| All | -76.4% | +325.3% | -401.6% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling