+848.9%
PM vs VIAV
+335.5%
+513.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.8% |
| 7D | +0.5% | +7.9% | -7.4% | -0.5% |
| 30D | -3.2% | -20.3% | +17.1% | -1.4% |
| 3M | +6.2% | -28.5% | +34.8% | +8.7% |
| 6M | +7.7% | -42.7% | +50.4% | +11.6% |
| YTD | +27.3% | +72.4% | -45.1% | +11.5% |
| 1Y | +32.8% | +81.5% | -48.7% | +15.3% |
| 3Y | +150.0% | +293.8% | -143.8% | +88.1% |
| 5Y | +164.2% | +101.4% | +62.8% | +117.1% |
| 10Y | +265.7% | +293.8% | -28.1% | +165.7% |
| All | +848.9% | +335.5% | +513.4% | +495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling