+51.4%
PYPL vs VIAV
+443.3%
-391.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -4.0% |
| 7D | +2.7% | -4.6% | +7.3% | +3.8% |
| 30D | -4.9% | -10.4% | +5.5% | -2.8% |
| 3M | +28.9% | -34.5% | +63.4% | +40.3% |
| 6M | +18.2% | +7.0% | +11.3% | +5.8% |
| YTD | -5.0% | +95.6% | -100.7% | -33.5% |
| 1Y | -18.8% | +197.2% | -216.0% | -52.7% |
| 3Y | -12.6% | +232.0% | -244.6% | -53.8% |
| 5Y | -80.8% | +102.2% | -183.0% | -87.6% |
| 10Y | +49.9% | +344.6% | -294.7% | -27.2% |
| All | +51.4% | +443.3% | -391.9% | -32.1% |
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