+474.2%
PBR vs ROIV
+298.6%
+175.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | -9.1% | +9.5% | -18.6% | -9.4% |
| 30D | -29.9% | +21.0% | -50.9% | -30.4% |
| 3M | +2.3% | +18.7% | -16.4% | +1.5% |
| 6M | -10.9% | +44.5% | -55.4% | -12.4% |
| YTD | +56.9% | +92.9% | -36.0% | +52.0% |
| 1Y | +38.0% | +100.2% | -62.2% | +33.4% |
| 3Y | +64.8% | +375.0% | -310.2% | +52.7% |
| 5Y | +447.1% | +435.2% | +11.9% | +389.8% |
| All | +474.2% | +298.6% | +175.6% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling