+217.4%
PM vs ROIV
+270.3%
-52.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.0% |
| 7D | -5.2% | +5.3% | -10.6% | -5.4% |
| 30D | +2.7% | +11.9% | -9.2% | +2.4% |
| 3M | +6.1% | +10.7% | -4.6% | +5.8% |
| 6M | +18.0% | +34.9% | -16.9% | +16.9% |
| YTD | +26.6% | +79.2% | -52.6% | +24.3% |
| 1Y | +36.7% | +89.0% | -52.3% | +33.9% |
| 3Y | +146.0% | +337.3% | -191.3% | +134.9% |
| 5Y | +164.1% | +402.3% | -238.2% | +144.5% |
| All | +217.4% | +270.3% | -52.8% | +192.2% |
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