+337.3%
ROIV vs PCOR
+43.8%
+293.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.2% |
| 7D | +5.3% | +22.7% | -17.4% | +2.0% |
| 30D | +11.9% | +37.5% | -25.6% | +6.5% |
| 3M | +10.7% | +35.2% | -24.5% | +5.3% |
| 6M | +34.9% | +42.2% | -7.3% | +26.9% |
| YTD | +79.2% | +3.6% | +75.6% | +78.9% |
| 1Y | +89.0% | -4.8% | +93.8% | +92.4% |
| 3Y | +337.3% | +48.3% | +289.0% | +233.2% |
| All | +337.3% | +43.8% | +293.6% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling