+376.0%
VIAV vs PEGA
+1,209.2%
-833.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.8% |
| 7D | -4.6% | +3.3% | -7.9% | -5.2% |
| 30D | -10.4% | +17.7% | -28.1% | -13.6% |
| 3M | -34.5% | +5.8% | -40.3% | -36.2% |
| 6M | +7.0% | -20.3% | +27.2% | +9.0% |
| YTD | +95.6% | -37.1% | +132.8% | +106.4% |
| 1Y | +197.2% | -30.2% | +227.4% | +206.2% |
| 3Y | +232.0% | +48.1% | +183.9% | +182.7% |
| 5Y | +102.2% | -46.8% | +149.0% | +101.8% |
| 10Y | +344.6% | +191.3% | +153.3% | +218.5% |
| All | +376.0% | +1,209.2% | -833.2% | +61.8% |
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