+39.4%
PPL vs ROIV
+250.7%
-211.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.7% | +0.6% | +2.0% | +2.6% |
| 30D | +0.5% | +1.0% | -0.5% | +0.4% |
| 3M | +0.7% | +18.3% | -17.6% | 0.0% |
| 6M | -7.6% | +18.3% | -25.9% | -8.3% |
| YTD | +1.8% | +61.0% | -59.1% | -0.2% |
| 1Y | -0.8% | +177.9% | -178.6% | -4.9% |
| 3Y | +56.9% | +199.1% | -142.2% | +49.2% |
| All | +39.4% | +250.7% | -211.3% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling