+220.5%
PM vs ROIV
+248.8%
-28.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -4.5% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | +5.8% | +3.1% | +2.8% | +5.7% |
| 3M | +6.7% | +5.8% | +0.8% | +6.4% |
| 6M | +19.9% | +29.3% | -9.4% | +18.9% |
| YTD | +27.8% | +68.8% | -41.0% | +25.7% |
| 1Y | +39.4% | +81.0% | -41.6% | +36.8% |
| 3Y | +146.9% | +294.6% | -147.7% | +136.3% |
| 5Y | +166.6% | +373.1% | -206.5% | +147.2% |
| All | +220.5% | +248.8% | -28.3% | +195.5% |
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