+74.7%
PBR vs ROIV
+195.2%
-120.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.9% |
| 7D | +5.4% | +16.9% | -11.5% | +6.3% |
| 30D | +22.9% | +12.9% | +10.0% | +23.6% |
| 3M | +19.6% | +37.3% | -17.7% | +22.4% |
| 6M | +16.5% | +38.0% | -21.5% | +19.6% |
| YTD | +86.7% | +88.1% | -1.5% | +93.5% |
| 1Y | +74.7% | +183.3% | -108.6% | +87.8% |
| All | +74.7% | +195.2% | -120.4% | +87.8% |
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