-41.8%
VIAV vs PL
-62.8%
+21.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +14.5% | -2.2% | +4.2% |
| 7D | +15.0% | +10.9% | +4.2% | +8.6% |
| 30D | -29.7% | -16.4% | -13.3% | -23.6% |
| 3M | -18.3% | -39.9% | +21.7% | +2.8% |
| All | -41.8% | -62.8% | +21.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 6mo: compounded portfolio wealth divided by compounded PL 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…
6mo analysis · Full analysis span regression · 6 months rolling