-19.0%
PYPL vs VIAV
+200.0%
-219.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -6.9% | -3.1% |
| 7D | +2.4% | -4.6% | +7.0% | +2.3% |
| 30D | -5.1% | -10.4% | +5.3% | -5.4% |
| 3M | +28.6% | -34.5% | +63.0% | +27.7% |
| 6M | +17.9% | +7.0% | +11.0% | +17.0% |
| YTD | -5.3% | +95.6% | -100.9% | -7.6% |
| 1Y | -19.0% | +197.2% | -216.2% | -24.0% |
| All | -19.0% | +200.0% | -219.0% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling