+139.6%
VIAV vs PFGC
+110.3%
+29.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +11.2% | -4.8% | +15.9% | +12.5% |
| 30D | -10.1% | -12.5% | +2.4% | -6.9% |
| 3M | -22.9% | -9.7% | -13.1% | -21.7% |
| 6M | +28.8% | +7.0% | +21.8% | +23.3% |
| YTD | +117.5% | +4.5% | +113.0% | +109.2% |
| 1Y | +216.1% | -11.6% | +227.7% | +220.2% |
| 3Y | +292.2% | +58.5% | +233.7% | +225.3% |
| All | +139.6% | +110.3% | +29.3% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling