-13.0%
PYPL vs VIAV
+279.3%
-292.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.4% |
| 7D | -5.9% | +11.2% | -17.2% | -6.6% |
| 30D | -9.4% | -2.6% | -6.8% | -9.4% |
| 3M | +31.3% | -20.1% | +51.4% | +32.5% |
| 6M | +19.1% | +25.8% | -6.7% | +11.8% |
| YTD | -7.9% | +109.9% | -117.8% | -22.1% |
| 1Y | -17.9% | +214.3% | -232.2% | -37.1% |
| All | -13.0% | +279.3% | -292.3% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling