-23.4%
VIAV vs PFG
+985.4%
-1,008.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | +7.9% | +2.4% | +5.5% | +6.8% |
| 30D | -20.3% | +5.9% | -26.2% | -22.5% |
| 3M | -28.5% | -0.4% | -28.1% | -28.9% |
| 6M | -42.7% | +14.8% | -57.6% | -47.2% |
| YTD | +72.4% | +31.9% | +40.5% | +48.7% |
| 1Y | +81.5% | +38.8% | +42.6% | +52.8% |
| 3Y | +293.8% | +82.4% | +211.5% | +185.3% |
| 5Y | +101.4% | +94.7% | +6.7% | +37.5% |
| 10Y | +293.8% | +187.0% | +106.9% | +102.0% |
| All | -23.4% | +985.4% | -1,008.7% | -85.4% |
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