+128.7%
VIAV vs PCOR
-33.1%
+161.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.2% | +14.3% | +11.7% |
| 7D | +11.3% | -6.9% | +18.2% | +12.5% |
| 30D | -1.0% | -1.5% | +0.5% | -1.2% |
| 3M | -20.5% | +18.5% | -39.0% | -23.7% |
| 6M | +39.0% | -4.7% | +43.7% | +37.5% |
| YTD | +117.5% | -22.8% | +140.2% | +124.4% |
| 1Y | +233.8% | -20.7% | +254.5% | +241.4% |
| 3Y | +295.4% | -14.6% | +310.0% | +280.8% |
| 5Y | +134.3% | -40.7% | +175.0% | +121.9% |
| All | +128.7% | -33.1% | +161.9% | +117.8% |
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