+387.0%
VIAV vs PTC
+200.2%
+186.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +11.2% | -14.2% | +25.4% | +16.1% |
| 30D | -2.6% | -14.4% | +11.8% | +1.4% |
| 3M | -20.1% | -4.7% | -15.4% | -21.0% |
| 6M | +25.8% | -19.3% | +45.1% | +31.1% |
| YTD | +109.9% | -26.1% | +136.0% | +124.9% |
| 1Y | +214.3% | -37.1% | +251.3% | +258.0% |
| 3Y | +281.6% | -10.4% | +292.0% | +265.6% |
| 5Y | +132.6% | +2.5% | +130.1% | +105.4% |
| All | +387.0% | +200.2% | +186.8% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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