-23.8%
PFE vs ROIV
+380.3%
-404.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.7% | +1.7% | -3.4% | -1.8% |
| 30D | +0.3% | +17.6% | -17.2% | -0.5% |
| 3M | +9.4% | +9.0% | +0.4% | +8.7% |
| 6M | +14.9% | +35.3% | -20.4% | +12.6% |
| YTD | +23.8% | +82.2% | -58.4% | +19.0% |
| 1Y | +19.5% | +92.3% | -72.7% | +14.5% |
| 3Y | +21.0% | +336.8% | -315.8% | +11.3% |
| All | -23.8% | +380.3% | -404.1% | -30.1% |
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 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