+404.6%
VIAV vs PPG
+26.9%
+377.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +11.2% | -6.2% | +17.4% | +14.6% |
| 30D | -10.1% | -7.9% | -2.2% | -6.5% |
| 3M | -22.9% | -10.2% | -12.7% | -19.2% |
| 6M | +28.8% | +2.7% | +26.1% | +25.7% |
| YTD | +117.5% | +4.9% | +112.6% | +108.8% |
| 1Y | +216.1% | -3.2% | +219.3% | +214.7% |
| 3Y | +292.2% | -17.0% | +309.2% | +316.3% |
| 5Y | +141.0% | -23.3% | +164.3% | +159.6% |
| All | +404.6% | +26.9% | +377.7% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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