+1,548.4%
PR vs ROIV
+264.1%
+1,284.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.1% | -12.6% | -7.1% |
| 7D | -12.1% | +3.0% | -15.1% | -12.4% |
| 30D | +0.9% | +6.8% | -5.9% | +0.2% |
| 3M | +10.1% | +10.5% | -0.4% | +8.7% |
| 6M | +1.1% | +34.8% | -33.7% | -2.3% |
| YTD | +63.7% | +76.2% | -12.5% | +53.0% |
| 1Y | +87.0% | +92.4% | -5.4% | +73.1% |
| 3Y | +70.7% | +312.0% | -241.2% | +45.4% |
| 5Y | +246.8% | +388.3% | -141.4% | +173.9% |
| All | +1,548.4% | +264.1% | +1,284.3% | +873.4% |
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 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