+404.6%
VIAV vs PEGA
+184.6%
+219.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.2% | +3.3% |
| 7D | +11.2% | -3.0% | +14.2% | +11.8% |
| 30D | -10.1% | +15.9% | -26.0% | -13.6% |
| 3M | -22.9% | +10.8% | -33.7% | -26.3% |
| 6M | +28.8% | -16.5% | +45.3% | +31.0% |
| YTD | +117.5% | -39.0% | +156.5% | +137.5% |
| 1Y | +216.1% | -37.3% | +253.3% | +240.6% |
| 3Y | +292.2% | +59.2% | +233.0% | +192.3% |
| 5Y | +141.0% | -44.9% | +185.9% | +152.8% |
| All | +404.6% | +184.6% | +219.9% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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