-23.8%
PCG vs VIAV
+2.8%
-26.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.2% | +2.3% |
| 7D | -13.9% | -4.6% | -9.3% | -13.7% |
| 30D | -16.9% | -10.4% | -6.5% | -16.8% |
| 3M | -14.7% | -34.5% | +19.8% | -13.3% |
| 6M | -23.8% | +7.0% | -30.8% | -27.9% |
| All | -23.8% | +2.8% | -26.7% | -27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling