+190.3%
PM vs ROIV
+232.7%
-42.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 6M | +3.7% | +18.3% | -14.6% | +3.1% |
| YTD | +15.8% | +61.0% | -45.2% | +14.0% |
| 1Y | +17.4% | +177.9% | -160.5% | +13.7% |
| 3Y | +116.9% | +199.1% | -82.1% | +108.7% |
| 5Y | +117.3% | +250.7% | -133.4% | +103.9% |
| All | +190.3% | +232.7% | -42.3% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling