+1,269.8%
PPL vs VIAV
+2,964.2%
-1,694.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.2% |
| 7D | +2.7% | -4.6% | +7.3% | +2.9% |
| 30D | +0.5% | -10.4% | +10.8% | +0.9% |
| 3M | +0.7% | -34.5% | +35.1% | +2.5% |
| 6M | -7.6% | +7.0% | -14.6% | -9.0% |
| YTD | +1.8% | +95.6% | -93.8% | -3.6% |
| 1Y | -0.8% | +197.2% | -197.9% | -8.6% |
| 3Y | +56.9% | +232.0% | -175.1% | +42.3% |
| 5Y | +39.5% | +102.2% | -62.7% | +29.6% |
| 10Y | +55.4% | +344.6% | -289.3% | +37.6% |
| All | +1,269.8% | +2,964.2% | -1,694.4% | +1,009.9% |
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