-1.6%
PFE vs VIAV
+290.6%
-292.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.2% | -13.5% | -2.6% |
| 7D | -2.7% | +11.3% | -14.0% | -2.9% |
| 30D | +3.8% | -1.0% | +4.8% | +3.8% |
| 3M | +10.4% | -20.5% | +30.9% | +11.0% |
| 6M | +6.3% | +39.0% | -32.7% | +3.0% |
| YTD | +17.4% | +117.5% | -100.1% | +8.9% |
| 1Y | +21.1% | +233.8% | -212.6% | +8.1% |
| 3Y | -1.6% | +295.4% | -297.0% | -15.1% |
| All | -1.6% | +290.6% | -292.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling