-2.3%
VIAV vs PFG
+989.9%
-992.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +13.6% | +3.2% | +10.4% | +11.4% |
| 30D | +5.3% | +0.9% | +4.4% | +4.4% |
| 3M | -15.6% | +7.7% | -23.3% | -19.4% |
| 6M | +34.0% | +29.0% | +5.0% | +17.3% |
| YTD | +119.9% | +32.5% | +87.4% | +89.9% |
| 1Y | +235.2% | +47.3% | +187.8% | +174.7% |
| 3Y | +299.8% | +68.2% | +231.6% | +201.8% |
| 5Y | +140.1% | +108.5% | +31.6% | +58.7% |
| 10Y | +420.3% | +241.4% | +178.9% | +145.5% |
| All | -2.3% | +989.9% | -992.1% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling