+444.5%
VIAV vs PBF
+317.1%
+127.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.3% | +7.9% | +10.7% |
| 7D | +11.3% | +2.4% | +8.9% | +11.0% |
| 30D | -1.0% | +24.9% | -25.9% | -3.9% |
| 3M | -20.5% | +81.9% | -102.4% | -26.6% |
| 6M | +39.0% | +79.4% | -40.4% | +27.0% |
| YTD | +117.5% | +188.3% | -70.9% | +85.8% |
| 1Y | +233.8% | +177.3% | +56.5% | +184.8% |
| 3Y | +295.4% | +56.0% | +239.4% | +253.1% |
| 5Y | +134.3% | +804.0% | -669.7% | +53.2% |
| 10Y | +398.7% | +334.1% | +64.6% | +206.8% |
| All | +444.5% | +317.1% | +127.5% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling