+211.6%
PM vs ROIV
+292.3%
-80.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -6.6% | +14.3% | -20.9% | -6.9% |
| 30D | -3.4% | +16.2% | -19.7% | -3.8% |
| 3M | +5.3% | +15.1% | -9.8% | +4.9% |
| 6M | +15.5% | +44.2% | -28.7% | +14.3% |
| YTD | +24.3% | +89.8% | -65.6% | +21.8% |
| 1Y | +29.7% | +94.6% | -64.9% | +27.0% |
| 3Y | +144.9% | +367.5% | -222.6% | +133.4% |
| 5Y | +159.0% | +421.4% | -262.4% | +139.5% |
| All | +211.6% | +292.3% | -80.7% | +186.5% |
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