+621.6%
VIAV vs PFGC
+409.4%
+212.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.9% | +13.0% | +11.6% |
| 7D | +11.3% | -2.4% | +13.7% | +11.9% |
| 30D | -1.0% | -15.8% | +14.8% | +2.9% |
| 3M | -20.5% | -0.6% | -19.9% | -21.1% |
| 6M | +39.0% | +10.7% | +28.3% | +33.9% |
| YTD | +117.5% | +7.6% | +109.8% | +110.5% |
| 1Y | +233.8% | -7.8% | +241.6% | +235.3% |
| 3Y | +295.4% | +63.7% | +231.7% | +241.8% |
| 5Y | +134.3% | +112.3% | +22.0% | +85.8% |
| 10Y | +398.7% | +286.7% | +112.0% | +211.5% |
| All | +621.6% | +409.4% | +212.2% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling