+143.2%
PM vs ROIV
+351.4%
-208.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -2.5% |
| 7D | -7.3% | +13.3% | -20.6% | -7.6% |
| 30D | -4.0% | +14.8% | -18.8% | -4.4% |
| 3M | +2.7% | +11.9% | -9.2% | +2.3% |
| 6M | +14.9% | +42.4% | -27.5% | +13.1% |
| YTD | +23.5% | +87.4% | -63.9% | +19.6% |
| 1Y | +30.4% | +97.2% | -66.9% | +25.6% |
| 3Y | +143.2% | +375.7% | -232.5% | +119.0% |
| All | +143.2% | +351.4% | -208.2% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling