+404.6%
VIAV vs PFG
+251.1%
+153.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.6% | +3.2% |
| 7D | +11.2% | -0.4% | +11.6% | +11.3% |
| 30D | -10.1% | +2.9% | -13.0% | -11.6% |
| 3M | -22.9% | +6.7% | -29.6% | -25.7% |
| 6M | +28.8% | +33.8% | -5.0% | +12.1% |
| YTD | +117.5% | +35.0% | +82.5% | +88.6% |
| 1Y | +216.1% | +46.4% | +169.7% | +164.1% |
| 3Y | +292.2% | +71.7% | +220.6% | +200.7% |
| 5Y | +141.0% | +113.7% | +27.3% | +63.4% |
| All | +404.6% | +251.1% | +153.5% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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