+331.4%
VIAV vs PR
+152.6%
+178.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.3% | +8.1% |
| 7D | -4.8% | -16.4% | +11.6% | -3.5% |
| 30D | -38.5% | -1.9% | -36.6% | -38.4% |
| 3M | -29.9% | +8.0% | -37.8% | -30.4% |
| 6M | -46.3% | +4.1% | -50.4% | -46.6% |
| YTD | +59.8% | +58.7% | +1.1% | +53.6% |
| 1Y | +62.3% | +75.8% | -13.5% | +54.8% |
| 3Y | +243.0% | +73.2% | +169.9% | +225.4% |
| 5Y | +80.3% | +230.1% | -149.8% | +61.1% |
| 10Y | +290.0% | +67.4% | +222.6% | +255.1% |
| All | +331.4% | +152.6% | +178.8% | +296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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