+248.2%
VIAV vs PENG
+755.0%
-506.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.9% | +12.0% | +11.4% |
| 7D | +11.3% | +7.8% | +3.5% | +9.3% |
| 30D | -1.0% | -12.2% | +11.2% | +2.3% |
| 3M | -20.5% | -20.6% | +0.1% | -17.3% |
| 6M | +39.0% | +180.9% | -142.0% | +9.0% |
| YTD | +117.5% | +162.3% | -44.8% | +71.9% |
| 1Y | +233.8% | +107.3% | +126.5% | +175.5% |
| 3Y | +295.4% | +110.8% | +184.6% | +199.4% |
| 5Y | +134.3% | +117.8% | +16.4% | +69.6% |
| All | +248.2% | +755.0% | -506.8% | +104.7% |
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