+46.5%
PYPL vs VIAV
+503.9%
-457.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.2% | -14.4% | -6.1% |
| 7D | +1.7% | +11.3% | -9.6% | -1.4% |
| 30D | -9.7% | -1.0% | -8.8% | -10.4% |
| 3M | +29.2% | -20.5% | +49.7% | +33.0% |
| 6M | +13.9% | +39.0% | -25.1% | -6.0% |
| YTD | -8.1% | +117.5% | -125.6% | -37.6% |
| 1Y | -21.4% | +233.8% | -255.1% | -55.7% |
| 3Y | -11.8% | +295.4% | -307.2% | -56.1% |
| 5Y | -81.1% | +134.3% | -215.4% | -88.4% |
| 10Y | +36.9% | +398.7% | -361.8% | -35.7% |
| All | +46.5% | +503.9% | -457.4% | -36.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling