+404.6%
VIAV vs PSA
+102.6%
+302.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +11.2% | -1.8% | +13.0% | +11.8% |
| 30D | -10.1% | -8.4% | -1.7% | -7.7% |
| 3M | -22.9% | -7.8% | -15.0% | -21.5% |
| 6M | +28.8% | +0.8% | +28.0% | +27.0% |
| YTD | +117.5% | +16.5% | +101.0% | +103.9% |
| 1Y | +216.1% | +4.7% | +211.4% | +206.1% |
| 3Y | +292.2% | +21.1% | +271.2% | +252.7% |
| 5Y | +141.0% | +14.2% | +126.8% | +118.0% |
| All | +404.6% | +102.6% | +302.0% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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