-5.8%
PFE vs ROIV
+248.8%
-254.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.3% | -2.8% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | +8.7% | +3.1% | +5.6% | +8.5% |
| 3M | +15.8% | +5.8% | +9.9% | +15.3% |
| 6M | +16.8% | +29.3% | -12.5% | +15.0% |
| YTD | +26.2% | +68.8% | -42.6% | +22.4% |
| 1Y | +29.9% | +81.0% | -51.1% | +25.6% |
| 3Y | +15.9% | +294.6% | -278.7% | +8.4% |
| 5Y | -20.6% | +373.1% | -393.7% | -27.1% |
| All | -5.8% | +248.8% | -254.5% | -13.2% |
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 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