+469.0%
PBR vs ROIV
+433.0%
+35.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -1.2% |
| 7D | -13.3% | +13.3% | -26.6% | -13.8% |
| 30D | -27.5% | +14.8% | -42.2% | -28.0% |
| 3M | +5.2% | +11.9% | -6.7% | +4.5% |
| 6M | -6.4% | +42.4% | -48.8% | -8.2% |
| YTD | +61.6% | +87.4% | -25.9% | +55.5% |
| 1Y | +48.9% | +97.2% | -48.4% | +42.8% |
| 3Y | +70.0% | +375.7% | -305.6% | +54.6% |
| 5Y | +469.0% | +379.0% | +89.9% | +397.9% |
| All | +469.0% | +433.0% | +35.9% | +397.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling