+48.8%
PFE vs VIAV
+291.8%
-243.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.6% |
| 7D | -1.7% | +7.9% | -9.6% | -2.3% |
| 30D | +0.3% | -20.3% | +20.7% | +1.7% |
| 3M | +9.4% | -28.5% | +37.9% | +11.3% |
| 6M | +14.9% | -42.7% | +57.6% | +18.5% |
| YTD | +23.8% | +72.4% | -48.6% | +9.7% |
| 1Y | +19.5% | +81.5% | -61.9% | +5.0% |
| 3Y | +21.0% | +293.8% | -272.8% | -7.2% |
| 5Y | -23.9% | +101.4% | -125.3% | -36.2% |
| All | +48.8% | +291.8% | -243.0% | +12.0% |
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