+54.0%
PPL vs VIAV
+394.3%
-340.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -1.4% |
| 7D | +1.8% | +11.3% | -9.5% | +0.4% |
| 30D | -1.1% | -1.0% | -0.1% | -1.3% |
| 3M | 0.0% | -20.5% | +20.5% | +1.7% |
| 6M | -7.6% | +39.0% | -46.6% | -15.0% |
| YTD | +1.7% | +117.5% | -115.7% | -14.3% |
| 1Y | +1.5% | +233.8% | -232.2% | -21.5% |
| 3Y | +55.3% | +295.4% | -240.2% | +12.6% |
| 5Y | +37.7% | +134.3% | -96.6% | +10.5% |
| 10Y | +54.0% | +398.7% | -344.7% | +8.4% |
| All | +54.0% | +394.3% | -340.3% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling