+75.3%
VIAV vs PENG
+120.5%
-45.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.1% | +6.9% | +1.7% |
| 7D | -14.7% | -20.5% | +5.7% | -6.1% |
| 30D | -37.4% | -20.4% | -17.0% | -31.6% |
| 3M | -27.1% | -16.4% | -10.7% | -22.0% |
| 6M | -44.0% | +49.2% | -93.3% | -52.2% |
| YTD | +64.9% | +147.2% | -82.3% | +12.8% |
| 1Y | +75.3% | +124.7% | -49.4% | +25.8% |
| All | +75.3% | +120.5% | -45.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling