+54.9%
PPL vs ROIV
+264.1%
-209.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.0% | -0.2% |
| 7D | +1.8% | +3.0% | -1.2% | +1.7% |
| 30D | +8.4% | +6.8% | +1.6% | +8.1% |
| 3M | +2.4% | +10.5% | -8.1% | +1.9% |
| 6M | -4.0% | +34.8% | -38.8% | -5.1% |
| YTD | +4.5% | +76.2% | -71.7% | +2.0% |
| 1Y | +1.7% | +92.4% | -90.7% | -1.1% |
| 3Y | +55.5% | +312.0% | -256.5% | +46.5% |
| 5Y | +47.0% | +388.3% | -341.2% | +33.2% |
| All | +54.9% | +264.1% | -209.2% | +38.6% |
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 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