+92.1%
VIAV vs PCOR
-8.1%
+100.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +23.7% | +2.2% | +21.6% | +23.4% |
| 30D | -21.2% | +37.4% | -58.6% | -25.1% |
| 3M | -24.5% | +33.2% | -57.7% | -28.4% |
| 6M | -39.1% | +60.6% | -99.7% | -44.7% |
| YTD | +82.6% | +6.2% | +76.4% | +78.6% |
| 1Y | +82.7% | -1.1% | +83.8% | +82.2% |
| 3Y | +315.1% | +48.4% | +266.6% | +260.0% |
| 5Y | +113.4% | -13.1% | +126.5% | +89.7% |
| All | +92.1% | -8.1% | +100.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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