+197.3%
ROIV vs PFG
+67.7%
+129.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.0% |
| 7D | +0.6% | +5.5% | -4.9% | -1.3% |
| 30D | +1.0% | +2.4% | -1.4% | +0.1% |
| 3M | +18.3% | +13.6% | +4.7% | +12.4% |
| 6M | +18.3% | +27.9% | -9.6% | +7.3% |
| YTD | +61.0% | +35.6% | +25.4% | +42.3% |
| 1Y | +177.9% | +48.5% | +129.4% | +135.7% |
| All | +197.3% | +67.7% | +129.6% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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