+415.3%
PR vs ROIV
+250.7%
+164.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +18.0% | +1.0% | +17.1% | +17.9% |
| 3M | +16.9% | +18.3% | -1.4% | +14.6% |
| 6M | +28.2% | +18.3% | +9.9% | +25.3% |
| YTD | +69.3% | +61.0% | +8.4% | +59.3% |
| 1Y | +69.5% | +177.9% | -108.4% | +49.4% |
| 3Y | +81.7% | +199.1% | -117.4% | +56.8% |
| All | +415.3% | +250.7% | +164.6% | +293.2% |
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 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