+574.4%
PBR vs ROIV
+298.2%
+276.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +0.3% | +22.3% | -22.0% | -0.5% |
| 30D | +17.5% | +16.9% | +0.7% | +16.8% |
| 3M | +20.9% | +43.9% | -23.0% | +19.1% |
| 6M | +20.2% | +41.6% | -21.3% | +18.4% |
| YTD | +84.3% | +92.7% | -8.4% | +78.6% |
| 1Y | +77.1% | +210.2% | -133.1% | +67.5% |
| 3Y | +100.8% | +231.8% | -131.0% | +87.7% |
| 5Y | +556.1% | +319.8% | +236.3% | +481.0% |
| All | +574.4% | +298.2% | +276.2% | +492.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling