+187.3%
VIAV vs PENG
+661.7%
-474.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +9.3% | +3.1% | +9.9% |
| 7D | +15.0% | -3.8% | +18.8% | +15.9% |
| 30D | -29.7% | -40.1% | +10.4% | -20.1% |
| 3M | -18.3% | -21.8% | +3.5% | -13.2% |
| 6M | -37.6% | +3.3% | -40.9% | -38.7% |
| YTD | +79.5% | +133.6% | -54.2% | +45.8% |
| 1Y | +79.6% | +110.7% | -31.1% | +49.0% |
| 3Y | +310.0% | +204.3% | +105.7% | +198.6% |
| 5Y | +105.9% | +54.4% | +51.6% | +61.1% |
| All | +187.3% | +661.7% | -474.3% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling