+404.6%
VIAV vs PFGC
+292.9%
+111.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +11.2% | -4.8% | +15.9% | +12.4% |
| 30D | -10.1% | -12.5% | +2.4% | -7.2% |
| 3M | -22.9% | -9.7% | -13.1% | -21.6% |
| 6M | +28.8% | +7.0% | +21.8% | +25.0% |
| YTD | +117.5% | +4.5% | +113.0% | +111.9% |
| 1Y | +216.1% | -11.6% | +227.7% | +220.8% |
| 3Y | +292.2% | +58.5% | +233.7% | +241.1% |
| 5Y | +141.0% | +112.6% | +28.4% | +90.6% |
| All | +404.6% | +292.9% | +111.7% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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