+75.3%
PEP vs VIAV
+419.4%
-344.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.9% | -0.5% |
| 7D | -1.0% | +11.2% | -12.1% | -1.8% |
| 30D | -0.7% | -10.1% | +9.4% | -0.1% |
| 3M | -4.1% | -22.9% | +18.7% | -2.8% |
| 6M | -13.1% | +28.8% | -41.8% | -17.5% |
| YTD | -2.1% | +117.5% | -119.6% | -13.6% |
| 1Y | -1.7% | +216.1% | -217.7% | -17.9% |
| 3Y | -15.1% | +292.2% | -307.3% | -32.9% |
| 5Y | +3.1% | +141.0% | -137.9% | -12.1% |
| All | +75.3% | +419.4% | -344.2% | +31.8% |
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