+119.6%
PM vs ROIV
+200.3%
-80.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.0% |
| 7D | -4.9% | +0.6% | -5.5% | -4.9% |
| 30D | -3.4% | +1.0% | -4.3% | -3.4% |
| 3M | +5.2% | +18.3% | -13.1% | +4.5% |
| 6M | +3.7% | +18.3% | -14.6% | +3.0% |
| YTD | +15.8% | +61.0% | -45.2% | +13.4% |
| 1Y | +17.4% | +177.9% | -160.5% | +11.5% |
| All | +119.6% | +200.3% | -80.7% | +104.3% |
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