+233.8%
VIAV vs PENG
+106.3%
+127.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.9% | +12.0% | +11.5% |
| 7D | +11.3% | +7.8% | +3.5% | +8.2% |
| 30D | -1.0% | -12.2% | +11.2% | +4.0% |
| 3M | -20.5% | -20.6% | +0.1% | -15.9% |
| 6M | +39.0% | +180.9% | -142.0% | -1.1% |
| YTD | +117.5% | +162.3% | -44.8% | +55.5% |
| 1Y | +233.8% | +107.3% | +126.5% | +141.9% |
| All | +233.8% | +106.3% | +127.5% | +141.9% |
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