+61.8%
PCG vs VIAV
+132.3%
-70.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.2% | -7.5% | +2.6% |
| 7D | +5.4% | +11.3% | -5.9% | +4.3% |
| 30D | -15.1% | -1.0% | -14.1% | -15.3% |
| 3M | -9.8% | -20.5% | +10.7% | -8.6% |
| 6M | -18.0% | +39.0% | -57.0% | -23.1% |
| YTD | -7.2% | +117.5% | -124.7% | -18.9% |
| 1Y | +2.9% | +233.8% | -230.9% | -16.5% |
| 3Y | -11.1% | +295.4% | -306.5% | -31.2% |
| 5Y | +61.8% | +134.3% | -72.5% | +38.3% |
| All | +61.8% | +132.3% | -70.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling