-6.5%
PG vs ROIV
+203.5%
-210.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -2.7% | +19.0% | -21.7% | -2.9% |
| 30D | -1.5% | +16.1% | -17.7% | -1.7% |
| 3M | -3.4% | +44.1% | -47.5% | -4.2% |
| 6M | -7.0% | +37.8% | -44.8% | -7.8% |
| YTD | +2.0% | +88.7% | -86.7% | +0.2% |
| 1Y | -6.5% | +197.3% | -203.8% | -15.1% |
| All | -6.5% | +203.5% | -210.0% | -15.1% |
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 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