+278.5%
VIAV vs PFGC
+59.5%
+219.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.2% |
| 7D | +11.2% | -4.8% | +16.1% | +12.5% |
| 30D | -2.6% | -17.2% | +14.6% | +1.8% |
| 3M | -20.1% | -6.3% | -13.8% | -20.4% |
| 6M | +25.8% | +8.8% | +17.0% | +17.6% |
| YTD | +109.9% | +4.9% | +104.9% | +98.3% |
| 1Y | +214.3% | -9.5% | +223.8% | +214.5% |
| All | +278.5% | +59.5% | +219.0% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling