+84.3%
VIAV vs PENG
+120.3%
-36.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.3% | -3.9% | +1.8% |
| 7D | +12.3% | +1.9% | +10.5% | +10.4% |
| 30D | -21.0% | -37.8% | +16.8% | -5.0% |
| 3M | -14.1% | -14.1% | 0.0% | -9.8% |
| 6M | -39.9% | +13.1% | -53.0% | -43.6% |
| YTD | +85.2% | +151.8% | -66.6% | +24.0% |
| 1Y | +84.3% | +136.0% | -51.7% | +28.1% |
| All | +84.3% | +120.3% | -36.0% | +28.1% |
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