+18.9%
PFE vs ROIV
+91.0%
-72.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.4% |
| 3M | +11.2% | +10.6% | +0.6% | +10.8% |
| 6M | +15.0% | +36.1% | -21.0% | +12.3% |
| YTD | +23.5% | +84.3% | -60.7% | +16.4% |
| 1Y | +18.9% | +87.6% | -68.7% | +11.2% |
| All | +18.9% | +91.0% | -72.1% | +11.2% |
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