+69.9%
PR vs ROIV
+290.8%
-220.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.6% | -4.3% |
| 7D | -16.5% | -2.4% | -14.1% | -16.3% |
| 30D | -4.5% | +3.1% | -7.6% | -5.0% |
| 3M | +8.5% | +5.8% | +2.7% | +7.0% |
| 6M | -3.3% | +29.3% | -32.6% | -8.5% |
| YTD | +55.7% | +68.8% | -13.1% | +36.9% |
| 1Y | +82.0% | +81.0% | +1.0% | +56.4% |
| All | +69.9% | +290.8% | -220.9% | +10.4% |
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