+26.8%
PL vs ROIV
+294.7%
-268.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.2% | +4.2% | +8.9% |
| 7D | -6.8% | +5.3% | -12.2% | -8.0% |
| 30D | -29.3% | +11.9% | -41.2% | -31.2% |
| 3M | -44.8% | +10.7% | -55.5% | -46.4% |
| 6M | -68.4% | +34.9% | -103.3% | -70.8% |
| YTD | -36.4% | +79.2% | -115.5% | -44.9% |
| 1Y | +0.7% | +89.0% | -88.3% | -13.6% |
| 3Y | +455.3% | +337.3% | +118.0% | +303.5% |
| 5Y | +22.7% | +402.3% | -379.6% | -26.6% |
| All | +26.8% | +294.7% | -268.0% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling