+123.4%
PM vs VIAV
+297.4%
-174.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.6% |
| 7D | -1.2% | +13.6% | -14.8% | -0.8% |
| 30D | -0.2% | +5.3% | -5.5% | 0.0% |
| 3M | +4.9% | -15.6% | +20.5% | +4.9% |
| 6M | +9.0% | +34.0% | -24.9% | +9.1% |
| YTD | +17.8% | +119.9% | -102.1% | +18.0% |
| 1Y | +16.8% | +235.2% | -218.3% | +16.3% |
| All | +123.4% | +297.4% | -174.0% | +120.0% |
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 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