-7.8%
PFE vs ROIV
+280.9%
-288.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.9% |
| 7D | -2.1% | +9.2% | -11.3% | -2.5% |
| 30D | +3.1% | +19.9% | -16.8% | +2.2% |
| 3M | +11.2% | +10.6% | +0.6% | +10.5% |
| 6M | +15.0% | +36.1% | -21.0% | +13.0% |
| YTD | +23.5% | +84.3% | -60.7% | +19.3% |
| 1Y | +18.9% | +87.6% | -68.7% | +14.7% |
| 3Y | +18.7% | +353.9% | -335.2% | +10.4% |
| 5Y | -24.0% | +376.1% | -400.1% | -30.6% |
| All | -7.8% | +280.9% | -288.6% | -15.4% |
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