-21.5%
PFE vs ROIV
+378.2%
-399.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -1.9% |
| 7D | -3.7% | +5.3% | -9.0% | -4.0% |
| 30D | +5.0% | +11.9% | -6.9% | +4.4% |
| 3M | +12.2% | +10.7% | +1.5% | +11.4% |
| 6M | +14.6% | +34.9% | -20.3% | +12.5% |
| YTD | +24.1% | +79.2% | -55.0% | +19.8% |
| 1Y | +26.6% | +89.0% | -62.4% | +21.8% |
| 3Y | +14.3% | +337.3% | -323.0% | +6.1% |
| All | -21.5% | +378.2% | -399.7% | -27.4% |
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 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