+36.7%
PM vs ROIV
+93.5%
-56.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.8% |
| 7D | -5.2% | +5.3% | -10.6% | -5.2% |
| 30D | +2.7% | +11.9% | -9.2% | +2.9% |
| 3M | +6.1% | +10.7% | -4.6% | +6.3% |
| 6M | +18.0% | +34.9% | -16.9% | +18.5% |
| YTD | +26.6% | +79.2% | -52.6% | +27.1% |
| 1Y | +36.7% | +89.0% | -52.3% | +36.6% |
| All | +36.7% | +93.5% | -56.8% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling