+1,559.3%
PEP vs VIAV
+2,964.2%
-1,404.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.3% | -0.9% |
| 7D | -1.4% | -4.6% | +3.2% | -1.2% |
| 30D | +0.2% | -10.4% | +10.6% | +0.7% |
| 3M | -1.1% | -34.5% | +33.4% | +0.6% |
| 6M | -13.5% | +7.0% | -20.4% | -14.9% |
| YTD | -1.2% | +95.6% | -96.8% | -6.5% |
| 1Y | -1.6% | +197.2% | -198.7% | -9.4% |
| 3Y | -12.5% | +232.0% | -244.5% | -20.7% |
| 5Y | +3.0% | +102.2% | -99.2% | -4.4% |
| 10Y | +73.9% | +344.6% | -270.7% | +53.1% |
| All | +1,559.3% | +2,964.2% | -1,404.9% | +895.5% |
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