+319.5%
VIAV vs PEGA
+1,037.5%
-718.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.8% |
| 7D | +7.9% | +0.1% | +7.8% | +7.7% |
| 30D | -20.3% | -4.1% | -16.2% | -20.0% |
| 3M | -28.5% | -2.8% | -25.7% | -29.0% |
| 6M | -42.7% | -0.4% | -42.3% | -44.3% |
| YTD | +72.4% | -45.4% | +117.8% | +85.1% |
| 1Y | +81.5% | -42.6% | +124.1% | +93.0% |
| 3Y | +293.8% | +45.4% | +248.4% | +233.4% |
| 5Y | +101.4% | -44.6% | +146.0% | +97.5% |
| 10Y | +293.8% | +91.2% | +202.7% | +202.8% |
| All | +319.5% | +1,037.5% | -718.0% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling