+215.5%
PM vs ROIV
+280.9%
-65.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.3% |
| 7D | -2.4% | +9.2% | -11.6% | -2.6% |
| 30D | -1.3% | +19.9% | -21.2% | -1.8% |
| 3M | +6.5% | +10.6% | -4.1% | +6.2% |
| 6M | +7.0% | +36.1% | -29.1% | +6.0% |
| YTD | +25.8% | +84.3% | -58.5% | +23.4% |
| 1Y | +30.9% | +87.6% | -56.7% | +28.3% |
| 3Y | +148.0% | +353.9% | -206.0% | +136.5% |
| 5Y | +161.2% | +376.1% | -214.9% | +141.6% |
| All | +215.5% | +280.9% | -65.4% | +190.2% |
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