+763.1%
PM vs VIAV
+394.2%
+368.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.6% | -2.4% |
| 7D | -4.9% | -4.6% | -0.3% | -4.4% |
| 30D | -3.4% | -10.4% | +7.0% | -2.5% |
| 3M | +5.2% | -34.5% | +39.7% | +9.1% |
| 6M | +3.7% | +7.0% | -3.3% | -0.4% |
| YTD | +15.8% | +95.6% | -79.9% | +1.3% |
| 1Y | +17.4% | +197.2% | -179.8% | -4.0% |
| 3Y | +116.9% | +232.0% | -115.1% | +70.6% |
| 5Y | +117.3% | +102.2% | +15.1% | +81.7% |
| 10Y | +193.8% | +344.6% | -150.9% | +113.2% |
| All | +763.1% | +394.2% | +368.9% | +440.9% |
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