+91.3%
PEP vs VIAV
+315.1%
-223.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -0.3% | +23.7% | -24.0% | -1.6% |
| 30D | +11.8% | -21.2% | +32.9% | +13.1% |
| 3M | +3.7% | -24.5% | +28.2% | +4.8% |
| 6M | -4.3% | -39.1% | +34.7% | -2.1% |
| YTD | +2.1% | +82.6% | -80.5% | -9.4% |
| 1Y | +2.5% | +82.7% | -80.2% | -9.2% |
| 3Y | -5.0% | +315.1% | -320.1% | -27.7% |
| 5Y | +2.9% | +113.4% | -110.5% | -12.8% |
| All | +91.3% | +315.1% | -223.8% | +45.4% |
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