+373.1%
ROIV vs PCOR
-22.6%
+395.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.4% | +23.7% | -26.1% | -7.4% |
| 30D | +3.1% | +39.0% | -35.9% | -4.9% |
| 3M | +5.8% | +35.8% | -29.9% | -2.4% |
| 6M | +29.3% | +38.2% | -8.9% | +17.6% |
| YTD | +68.8% | +3.9% | +64.8% | +63.5% |
| 1Y | +81.0% | +5.7% | +75.3% | +73.9% |
| 3Y | +294.6% | +44.8% | +249.8% | +225.9% |
| 5Y | +373.1% | -19.8% | +392.9% | +199.0% |
| All | +373.1% | -22.6% | +395.7% | +199.0% |
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