+41.9%
PG vs ROIV
+280.9%
-238.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.7% | +0.3% |
| 7D | +0.6% | +9.2% | -8.6% | +0.3% |
| 30D | +10.5% | +19.9% | -9.4% | +10.0% |
| 3M | +17.4% | +10.6% | +6.8% | +17.0% |
| 6M | +18.4% | +36.1% | -17.7% | +17.2% |
| YTD | +20.7% | +84.3% | -63.6% | +18.2% |
| 1Y | +16.8% | +87.6% | -70.7% | +14.4% |
| 3Y | +20.1% | +353.9% | -333.8% | +14.3% |
| 5Y | +30.4% | +376.1% | -345.7% | +20.1% |
| All | +41.9% | +280.9% | -238.9% | +33.6% |
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