+312.9%
ROIV vs PCOR
-9.0%
+321.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.3% |
| 7D | +13.3% | +22.2% | -8.9% | +8.7% |
| 30D | +14.8% | +36.0% | -21.3% | +7.7% |
| 3M | +11.9% | +34.0% | -22.1% | +4.8% |
| 6M | +42.4% | +43.5% | -1.1% | +30.5% |
| YTD | +87.4% | +5.1% | +82.3% | +82.0% |
| 1Y | +97.2% | -3.9% | +101.2% | +95.6% |
| 3Y | +375.7% | +52.9% | +322.8% | +304.1% |
| 5Y | +379.0% | -18.7% | +397.7% | +248.0% |
| All | +312.9% | -9.0% | +321.9% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling