-10.3%
PFE vs ROIV
+232.7%
-243.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.3% |
| 7D | +1.8% | +0.6% | +1.1% | +1.7% |
| 30D | +10.2% | +1.0% | +9.3% | +10.2% |
| 3M | +12.7% | +18.3% | -5.6% | +11.6% |
| 6M | +10.5% | +18.3% | -7.8% | +9.4% |
| YTD | +20.2% | +61.0% | -40.8% | +17.0% |
| 1Y | +24.1% | +177.9% | -153.8% | +17.7% |
| 3Y | -3.6% | +199.1% | -202.6% | -9.2% |
| 5Y | -20.9% | +250.7% | -271.6% | -26.5% |
| All | -10.3% | +232.7% | -243.0% | -17.1% |
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 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