+160.8%
PM vs VIAV
+117.4%
+43.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +1.2% |
| 7D | -7.1% | +12.3% | -19.4% | -6.9% |
| 30D | -2.8% | -21.0% | +18.2% | -2.9% |
| 3M | +6.3% | -14.1% | +20.4% | +6.1% |
| 6M | +9.6% | -39.9% | +49.6% | +10.2% |
| YTD | +25.6% | +85.2% | -59.6% | +20.4% |
| 1Y | +29.7% | +84.3% | -54.6% | +24.2% |
| 3Y | +147.6% | +320.9% | -173.4% | +118.7% |
| All | +160.8% | +117.4% | +43.4% | +135.7% |
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