+3.7%
PCG vs VIAV
+2,964.2%
-2,960.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.2% | +2.2% |
| 7D | -13.9% | -4.6% | -9.3% | -13.6% |
| 30D | -16.9% | -10.4% | -6.5% | -16.3% |
| 3M | -14.7% | -34.5% | +19.8% | -12.6% |
| 6M | -23.8% | +7.0% | -30.8% | -25.3% |
| YTD | -10.5% | +95.6% | -106.1% | -16.6% |
| 1Y | -5.1% | +197.2% | -202.3% | -14.7% |
| 3Y | -11.6% | +232.0% | -243.6% | -22.0% |
| 5Y | +59.0% | +102.2% | -43.2% | +44.9% |
| 10Y | -75.7% | +344.6% | -420.4% | -79.0% |
| All | +3.7% | +2,964.2% | -2,960.5% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling