+72.9%
PBR vs ROIV
+97.8%
-24.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.1% | -13.1% | -6.6% |
| 7D | -11.0% | +3.0% | -14.0% | -10.8% |
| 30D | -18.8% | +6.8% | -25.6% | -18.4% |
| 3M | +7.8% | +10.5% | -2.7% | +8.6% |
| 6M | -7.6% | +34.8% | -42.4% | -5.3% |
| YTD | +72.7% | +76.2% | -3.5% | +77.4% |
| 1Y | +72.9% | +92.4% | -19.5% | +79.3% |
| All | +72.9% | +97.8% | -24.9% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling