+108.5%
VIAV vs PENG
+115.2%
-6.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.4% | -2.8% | +1.9% |
| 7D | -4.6% | +4.5% | -9.1% | -5.8% |
| 30D | -10.4% | -7.1% | -3.3% | -8.4% |
| 3M | -34.5% | -27.3% | -7.2% | -30.0% |
| 6M | +7.0% | +169.6% | -162.6% | -17.2% |
| YTD | +95.6% | +164.6% | -69.0% | +50.9% |
| 1Y | +197.2% | +109.5% | +87.7% | +139.7% |
| 3Y | +232.0% | +98.9% | +133.1% | +147.8% |
| All | +108.5% | +115.2% | -6.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling