-0.3%
PG vs ROIV
+230.5%
-230.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -3.4% | +22.3% | -25.7% | -3.9% |
| 30D | -2.6% | +16.9% | -19.4% | -3.0% |
| 3M | -3.3% | +43.9% | -47.3% | -4.4% |
| 6M | -6.7% | +41.6% | -48.3% | -7.8% |
| YTD | +1.7% | +92.7% | -90.9% | -0.5% |
| 1Y | -7.9% | +210.2% | -218.1% | -11.6% |
| All | -0.3% | +230.5% | -230.8% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling