-21.4%
PFE vs VIAV
+136.9%
-158.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -4.3% | +13.6% | -17.8% | -4.7% |
| 30D | +2.7% | +5.3% | -2.6% | +2.3% |
| 3M | +10.0% | -15.6% | +25.6% | +10.4% |
| 6M | +7.2% | +34.0% | -26.8% | +3.9% |
| YTD | +17.3% | +119.9% | -102.5% | +8.6% |
| 1Y | +20.3% | +235.2% | -214.8% | +7.3% |
| 3Y | -1.6% | +299.8% | -301.4% | -14.7% |
| 5Y | -21.4% | +140.1% | -161.4% | -31.4% |
| All | -21.4% | +136.9% | -158.2% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling