+176.0%
VIAV vs PENG
+689.3%
-513.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -4.2% |
| 7D | +7.9% | +13.2% | -5.3% | +4.6% |
| 30D | -20.3% | -29.9% | +9.6% | -12.8% |
| 3M | -28.5% | -22.2% | -6.3% | -24.1% |
| 6M | -42.7% | -1.9% | -40.8% | -43.1% |
| YTD | +72.4% | +142.1% | -69.7% | +38.8% |
| 1Y | +81.5% | +151.5% | -70.1% | +45.0% |
| 3Y | +293.8% | +206.9% | +86.9% | +185.9% |
| 5Y | +101.4% | +58.2% | +43.2% | +56.6% |
| All | +176.0% | +689.3% | -513.3% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling