+250.4%
ROIV vs PCOR
-43.0%
+293.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.4% |
| 7D | +0.6% | -9.0% | +9.6% | +2.6% |
| 30D | +1.0% | +4.2% | -3.2% | -0.1% |
| 3M | +18.3% | +14.4% | +3.9% | +14.1% |
| 6M | +18.3% | +0.2% | +18.2% | +16.4% |
| YTD | +61.0% | -20.3% | +81.2% | +66.3% |
| 1Y | +177.9% | -16.1% | +194.0% | +181.4% |
| 3Y | +199.1% | -14.7% | +213.8% | +187.8% |
| All | +250.4% | -43.0% | +293.4% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling