+214.7%
PM vs ROIV
+270.3%
-55.5%
-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 | +5.2% | +10.7% | -5.5% | +4.9% |
| 6M | +17.0% | +34.9% | -17.9% | +15.9% |
| YTD | +25.5% | +79.2% | -53.7% | +23.2% |
| 1Y | +35.5% | +89.0% | -53.5% | +32.8% |
| 3Y | +143.9% | +337.3% | -193.4% | +132.9% |
| 5Y | +161.8% | +402.3% | -240.5% | +142.4% |
| All | +214.7% | +270.3% | -55.5% | +189.8% |
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