+404.6%
VIAV vs PBF
+374.8%
+29.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.4% |
| 7D | +11.2% | +5.3% | +5.8% | +10.5% |
| 30D | -10.1% | +11.7% | -21.8% | -11.5% |
| 3M | -22.9% | +91.1% | -113.9% | -29.3% |
| 6M | +28.8% | +88.4% | -59.7% | +17.0% |
| YTD | +117.5% | +194.1% | -76.6% | +84.8% |
| 1Y | +216.1% | +180.4% | +35.7% | +168.7% |
| 3Y | +292.2% | +59.3% | +232.9% | +248.7% |
| 5Y | +141.0% | +816.3% | -675.3% | +54.8% |
| All | +404.6% | +374.8% | +29.7% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling