+428.2%
VIAV vs PR
+169.5%
+258.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.8% |
| 7D | -4.6% | +2.9% | -7.5% | -4.8% |
| 30D | -10.4% | +18.0% | -28.4% | -11.6% |
| 3M | -34.5% | +16.9% | -51.3% | -35.3% |
| 6M | +7.0% | +28.2% | -21.2% | +4.6% |
| YTD | +95.6% | +69.3% | +26.3% | +87.3% |
| 1Y | +197.2% | +69.5% | +127.7% | +184.1% |
| 3Y | +232.0% | +81.7% | +150.3% | +213.6% |
| 5Y | +102.2% | +422.2% | -320.0% | +75.6% |
| 10Y | +344.6% | +110.4% | +234.3% | +308.2% |
| All | +428.2% | +169.5% | +258.7% | +382.8% |
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